+2,270.3%
GLW vs CCI
+905.5%
+1,364.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.9% | +7.5% | +6.3% |
| 7D | +3.8% | -0.4% | +4.2% | +3.9% |
| 30D | -1.3% | +2.7% | -4.0% | -2.3% |
| 3M | -21.8% | -18.2% | -3.6% | -18.0% |
| 6M | +6.9% | -14.8% | +21.7% | +9.9% |
| YTD | +77.2% | -12.6% | +89.8% | +79.8% |
| 1Y | +123.2% | -16.7% | +140.0% | +129.8% |
| 3Y | +400.0% | -10.5% | +410.5% | +389.8% |
| 5Y | +342.8% | -51.4% | +394.2% | +420.9% |
| 10Y | +771.4% | +20.0% | +751.3% | +648.9% |
| All | +2,270.3% | +905.5% | +1,364.9% | +775.4% |
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