-22.5%
GIS vs CCI
+2.5%
-24.9%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | -3.4% | +2.5% | -5.9% | -3.9% |
| 30D | +6.9% | +14.4% | -7.5% | +3.9% |
| 3M | -10.1% | +21.7% | -31.8% | -13.6% |
| 6M | +5.9% | +4.0% | +1.8% | +5.2% |
| YTD | -21.1% | +6.2% | -27.3% | -22.0% |
| 1Y | -22.5% | +5.4% | -27.9% | -23.1% |
| All | -22.5% | +2.5% | -24.9% | -23.1% |
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