+833.1%
GLW vs CCI
+20.8%
+812.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -2.7% |
| 7D | +11.7% | -4.4% | +16.1% | +12.9% |
| 30D | +2.7% | +0.3% | +2.3% | +2.4% |
| 3M | -2.8% | -20.0% | +17.1% | +2.1% |
| 6M | +20.2% | -14.5% | +34.7% | +22.8% |
| YTD | +87.3% | -14.9% | +102.1% | +90.7% |
| 1Y | +119.6% | -17.7% | +137.3% | +125.8% |
| 3Y | +453.7% | -12.4% | +466.0% | +436.9% |
| 5Y | +376.1% | -50.1% | +426.2% | +469.2% |
| All | +833.1% | +20.8% | +812.3% | +774.2% |
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