+338.0%
GE vs CCI
+1,081.5%
-743.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.9% | +4.7% | +4.0% |
| 7D | +6.3% | +0.9% | +5.3% | +6.0% |
| 30D | +8.9% | +10.3% | -1.4% | +6.7% |
| 3M | -9.2% | +17.9% | -27.1% | -12.4% |
| 6M | +13.2% | -0.5% | +13.7% | +12.3% |
| YTD | +9.4% | +2.7% | +6.7% | +7.6% |
| 1Y | +9.8% | +3.1% | +6.6% | +7.8% |
| 3Y | +278.2% | +8.0% | +270.2% | +263.3% |
| 5Y | +396.0% | -37.8% | +433.8% | +425.1% |
| 10Y | +162.4% | +56.5% | +105.8% | +132.6% |
| All | +338.0% | +1,081.5% | -743.5% | +142.7% |
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