+632.4%
GEV vs CCI
-17.2%
+649.7%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +4.3% |
| 7D | +1.6% | -0.3% | +1.9% | +1.5% |
| 30D | -7.9% | +2.2% | -10.2% | -7.3% |
| 3M | +5.6% | -16.9% | +22.5% | +2.1% |
| 6M | +13.1% | -11.5% | +24.6% | +10.9% |
| YTD | +46.7% | -12.8% | +59.6% | +43.2% |
| 1Y | +51.3% | -17.1% | +68.4% | +45.5% |
| All | +632.4% | -17.2% | +649.7% | +630.1% |
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