+643.2%
GEV vs CCI
-16.9%
+660.0%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.2% |
| 7D | +8.1% | +0.2% | +7.9% | +8.2% |
| 30D | -1.9% | +0.5% | -2.4% | -1.7% |
| 3M | +4.1% | -16.3% | +20.3% | +0.9% |
| 6M | +23.2% | -13.9% | +37.2% | +20.3% |
| YTD | +48.9% | -12.4% | +61.3% | +45.6% |
| 1Y | +62.2% | -15.2% | +77.4% | +57.2% |
| All | +643.2% | -16.9% | +660.0% | +642.3% |
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