+103.2%
GLD vs CCI
+6.3%
+96.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.5% |
| 7D | +4.7% | -0.1% | +4.8% | +4.7% |
| 30D | -0.9% | +28.4% | -29.3% | -3.3% |
| 3M | -4.4% | +20.0% | -24.4% | -6.2% |
| 6M | -13.6% | +0.8% | -14.3% | -13.8% |
| YTD | -6.0% | +3.6% | -9.6% | -6.8% |
| 1Y | +1.8% | +6.1% | -4.3% | +0.5% |
| 3Y | +103.2% | +7.2% | +96.0% | +99.6% |
| All | +103.2% | +6.3% | +96.9% | +99.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling