+1,622.5%
GLW vs CCI
+1,102.0%
+520.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.7% | -5.0% | -3.8% |
| 7D | -11.1% | +3.2% | -14.3% | -12.2% |
| 30D | -28.4% | +12.2% | -40.6% | -31.3% |
| 3M | -28.8% | +23.1% | -51.9% | -33.9% |
| 6M | -39.8% | +1.3% | -41.1% | -41.7% |
| YTD | +28.7% | +4.5% | +24.3% | +22.6% |
| 1Y | +27.7% | +2.3% | +25.4% | +22.5% |
| 3Y | +331.3% | +9.8% | +321.5% | +293.8% |
| 5Y | +233.4% | -36.5% | +270.0% | +257.8% |
| 10Y | +521.8% | +64.7% | +457.1% | +380.5% |
| All | +1,622.5% | +1,102.0% | +520.6% | +496.7% |
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