+627.7%
GEV vs CCI
-17.7%
+645.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.0% | -2.4% |
| 7D | +3.2% | -0.3% | +3.4% | +3.1% |
| 30D | -4.0% | +2.1% | -6.2% | -3.3% |
| 3M | +3.4% | -17.8% | +21.2% | -0.2% |
| 6M | +14.7% | -14.2% | +28.9% | +11.8% |
| YTD | +45.8% | -13.3% | +59.1% | +42.1% |
| 1Y | +57.4% | -16.6% | +74.0% | +51.7% |
| All | +627.7% | -17.7% | +645.4% | +624.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling