+526.0%
GLW vs CCI
+67.9%
+458.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.6% |
| 7D | +7.7% | +2.5% | +5.2% | +7.1% |
| 30D | -18.8% | +14.4% | -33.3% | -21.7% |
| 3M | -27.7% | +21.7% | -49.4% | -31.5% |
| 6M | -44.4% | +4.0% | -48.5% | -45.9% |
| YTD | +31.3% | +6.2% | +25.1% | +26.0% |
| 1Y | +40.0% | +5.4% | +34.6% | +34.8% |
| 3Y | +339.2% | +11.7% | +327.5% | +298.6% |
| 5Y | +229.2% | -35.6% | +264.8% | +266.7% |
| All | +526.0% | +67.9% | +458.0% | +429.3% |
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