+816.6%
GLD vs CCI
+677.5%
+139.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.0% | -0.7% |
| 7D | -0.5% | -0.4% | -0.1% | -0.5% |
| 30D | +4.4% | +2.7% | +1.7% | +4.2% |
| 3M | -1.1% | -18.2% | +17.1% | -0.1% |
| 6M | -13.8% | -14.8% | +1.0% | -13.2% |
| YTD | +2.6% | -12.6% | +15.2% | +3.2% |
| 1Y | +24.5% | -16.7% | +41.3% | +25.4% |
| 3Y | +125.8% | -10.5% | +136.4% | +126.2% |
| 5Y | +137.8% | -51.4% | +189.2% | +144.2% |
| 10Y | +221.4% | +20.0% | +201.3% | +217.8% |
| All | +816.6% | +677.5% | +139.1% | +719.5% |
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