+342.1%
GLW vs CCI
-51.4%
+393.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.5% | +5.8% |
| 7D | +3.8% | -0.4% | +4.2% | +3.8% |
| 30D | -1.3% | +2.7% | -4.0% | -1.5% |
| 3M | -21.8% | -18.2% | -3.6% | -20.3% |
| 6M | +6.9% | -14.8% | +21.7% | +8.1% |
| YTD | +77.2% | -12.6% | +89.8% | +77.6% |
| 1Y | +123.2% | -16.7% | +140.0% | +125.8% |
| 3Y | +400.0% | -10.5% | +410.5% | +385.0% |
| All | +342.1% | -51.4% | +393.6% | +369.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling