+221.5%
GDXJ vs CCI
+12.1%
+209.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.9% |
| 7D | -8.1% | +2.5% | -10.6% | -8.7% |
| 30D | -5.5% | +14.4% | -19.9% | -8.5% |
| 3M | -14.6% | +21.7% | -36.2% | -18.7% |
| 6M | -23.2% | +4.0% | -27.2% | -24.3% |
| YTD | -13.0% | +6.2% | -19.2% | -15.3% |
| 1Y | +2.8% | +5.4% | -2.7% | +0.2% |
| 3Y | +221.5% | +11.7% | +209.7% | +189.8% |
| All | +221.5% | +12.1% | +209.4% | +189.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded CCI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling