+341.1%
GE vs CCI
+1,102.0%
-760.9%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | +5.4% | +3.2% | +2.2% | +4.7% |
| 30D | +9.6% | +12.2% | -2.6% | +7.1% |
| 3M | -7.7% | +23.1% | -30.9% | -11.7% |
| 6M | +14.0% | +1.3% | +12.8% | +12.8% |
| YTD | +10.2% | +4.5% | +5.7% | +8.0% |
| 1Y | +8.9% | +2.3% | +6.6% | +7.1% |
| 3Y | +273.7% | +9.8% | +263.9% | +257.8% |
| 5Y | +410.2% | -36.5% | +446.7% | +438.1% |
| 10Y | +157.4% | +64.7% | +92.8% | +126.2% |
| All | +341.1% | +1,102.0% | -760.9% | +143.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling