+339.2%
GLW vs CCI
+12.1%
+327.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.2% |
| 7D | +7.7% | +2.5% | +5.2% | +8.1% |
| 30D | -18.8% | +14.4% | -33.3% | -17.4% |
| 3M | -27.7% | +21.7% | -49.4% | -26.2% |
| 6M | -44.4% | +4.0% | -48.5% | -43.7% |
| YTD | +31.3% | +6.2% | +25.1% | +32.6% |
| 1Y | +40.0% | +5.4% | +34.6% | +41.5% |
| 3Y | +339.2% | +11.7% | +327.5% | +334.6% |
| All | +339.2% | +12.1% | +327.1% | +334.6% |
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