-20.8%
GIS vs CCI
+20.8%
-41.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.5% |
| 7D | -8.4% | -4.4% | -4.0% | -7.2% |
| 30D | -5.2% | +0.3% | -5.5% | -5.3% |
| 3M | +8.2% | -20.0% | +28.1% | +15.3% |
| 6M | -12.0% | -14.5% | +2.5% | -8.2% |
| YTD | -18.9% | -14.9% | -4.0% | -15.6% |
| 1Y | -23.6% | -17.7% | -6.0% | -19.9% |
| 3Y | -37.6% | -12.4% | -25.2% | -36.6% |
| 5Y | -25.2% | -50.1% | +24.9% | -10.9% |
| All | -20.8% | +20.8% | -41.6% | -32.6% |
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