+421.6%
GIS vs CCI
+1,106.5%
-685.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.1% |
| 7D | -8.1% | -1.4% | -6.7% | -8.0% |
| 30D | +5.3% | +12.7% | -7.4% | +4.4% |
| 3M | -10.5% | +23.0% | -33.6% | -11.9% |
| 6M | +1.8% | +0.6% | +1.2% | +1.6% |
| YTD | -22.9% | +4.9% | -27.8% | -23.4% |
| 1Y | -22.9% | +0.7% | -23.6% | -23.2% |
| 3Y | -40.5% | +10.2% | -50.7% | -41.1% |
| 5Y | -34.9% | -36.4% | +1.5% | -33.6% |
| 10Y | -19.0% | +66.6% | -85.6% | -21.2% |
| All | +421.6% | +1,106.5% | -685.0% | +365.6% |
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 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