+436.7%
GE vs CCI
-50.2%
+486.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | -9.5% | +0.5% | -10.0% | -9.6% |
| 3M | +4.1% | -16.3% | +20.4% | +7.1% |
| 6M | +3.9% | -13.9% | +17.9% | +6.3% |
| YTD | +9.0% | -12.4% | +21.5% | +10.9% |
| 1Y | +21.9% | -15.2% | +37.1% | +24.7% |
| 3Y | +281.8% | -9.9% | +291.7% | +276.3% |
| 5Y | +436.7% | -50.8% | +487.6% | +496.3% |
| All | +436.7% | -50.2% | +486.9% | +496.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling