+213.3%
GLD vs CCI
+17.2%
+196.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | +0.7% | +0.2% | +0.6% | +0.7% |
| 30D | +0.3% | +0.5% | -0.2% | +0.3% |
| 3M | +0.6% | -16.3% | +16.9% | +2.1% |
| 6M | -15.6% | -13.9% | -1.6% | -14.6% |
| YTD | +0.9% | -12.4% | +13.3% | +1.7% |
| 1Y | +19.4% | -15.2% | +34.6% | +20.7% |
| 3Y | +124.5% | -9.9% | +134.3% | +124.9% |
| 5Y | +138.9% | -50.8% | +189.8% | +150.6% |
| 10Y | +213.3% | +18.3% | +195.0% | +204.7% |
| All | +213.3% | +17.2% | +196.1% | +204.7% |
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