+37.3%
GEHC vs CCI
-19.2%
+56.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.7% | -1.6% | -1.1% |
| 7D | -2.3% | -1.4% | -0.9% | -2.0% |
| 30D | +19.0% | +12.7% | +6.3% | +15.6% |
| 3M | +13.3% | +23.0% | -9.7% | +7.5% |
| 6M | +31.5% | +0.6% | +30.9% | +30.4% |
| YTD | 0.0% | +4.9% | -4.9% | -2.1% |
| 1Y | +9.4% | +0.7% | +8.7% | +8.2% |
| 3Y | +18.3% | +10.2% | +8.1% | +12.0% |
| All | +37.3% | -19.2% | +56.5% | +41.5% |
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