+739.4%
GLD vs CCI
+821.6%
-82.2%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.7% |
| 7D | +4.7% | -0.1% | +4.8% | +4.7% |
| 30D | -0.9% | +28.4% | -29.3% | -2.3% |
| 3M | -4.4% | +20.0% | -24.4% | -5.4% |
| 6M | -13.6% | +0.8% | -14.3% | -13.8% |
| YTD | -6.0% | +3.6% | -9.6% | -6.5% |
| 1Y | +1.8% | +6.1% | -4.3% | +1.1% |
| 3Y | +103.2% | +7.2% | +96.0% | +101.5% |
| 5Y | +119.3% | -37.0% | +156.3% | +122.2% |
| 10Y | +199.5% | +54.2% | +145.3% | +192.5% |
| All | +739.4% | +821.6% | -82.2% | +643.1% |
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 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