+297.5%
GDXJ vs CCI
-10.8%
+308.3%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.6% |
| 7D | +0.9% | -0.3% | +1.2% | +1.0% |
| 30D | +8.8% | +2.1% | +6.7% | +8.3% |
| 3M | +29.8% | -17.8% | +47.7% | +36.1% |
| 6M | -5.8% | -14.2% | +8.4% | -2.7% |
| YTD | +13.6% | -13.3% | +26.9% | +16.3% |
| 1Y | +54.5% | -16.6% | +71.1% | +60.0% |
| All | +297.5% | -10.8% | +308.3% | +315.1% |
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