+51.3%
GEV vs CCI
-15.7%
+67.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.4% | +1.2% | +4.2% |
| 7D | +1.6% | -0.3% | +1.9% | +1.5% |
| 30D | -7.9% | +2.2% | -10.2% | -7.4% |
| 3M | +5.6% | -16.9% | +22.5% | +4.7% |
| 6M | +13.1% | -11.5% | +24.6% | +11.8% |
| YTD | +46.7% | -12.8% | +59.6% | +43.8% |
| 1Y | +51.3% | -17.1% | +68.4% | +46.0% |
| All | +51.3% | -15.7% | +67.0% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling