+152.0%
GE vs CCI
+17.8%
+134.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.6% |
| 7D | -1.2% | -0.3% | -1.0% | -1.2% |
| 30D | -11.3% | +2.1% | -13.4% | -11.8% |
| 3M | -1.4% | -17.8% | +16.4% | +3.5% |
| 6M | +1.2% | -14.2% | +15.4% | +4.7% |
| YTD | +5.9% | -13.3% | +19.3% | +9.0% |
| 1Y | +18.4% | -16.6% | +35.0% | +22.9% |
| 3Y | +271.0% | -10.8% | +281.8% | +265.8% |
| 5Y | +417.9% | -50.3% | +468.3% | +525.0% |
| 10Y | +152.0% | +22.5% | +129.4% | +155.4% |
| All | +152.0% | +17.8% | +134.2% | +155.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling