+142.4%
GILD vs CCI
-49.3%
+191.8%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.1% | -1.2% |
| 7D | -4.8% | -0.3% | -4.5% | -4.8% |
| 30D | +5.8% | +2.2% | +3.5% | +5.3% |
| 3M | +14.9% | -16.9% | +31.8% | +19.0% |
| 6M | -0.4% | -11.5% | +11.2% | +1.7% |
| YTD | +18.5% | -12.8% | +31.4% | +21.1% |
| 1Y | +25.1% | -17.1% | +42.2% | +29.1% |
| 3Y | +105.9% | -9.6% | +115.5% | +105.0% |
| All | +142.4% | -49.3% | +191.8% | +175.8% |
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