+164.6%
GM vs CCI
-10.8%
+175.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.3% | -2.2% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -4.6% | +2.1% | -6.7% | -4.8% |
| 3M | +0.2% | -17.8% | +18.0% | +2.7% |
| 6M | +12.6% | -14.2% | +26.8% | +14.6% |
| YTD | +3.7% | -13.3% | +17.0% | +5.2% |
| 1Y | +45.6% | -16.6% | +62.3% | +48.5% |
| All | +164.6% | -10.8% | +175.4% | +152.2% |
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 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