+81.6%
GM vs CCI
-50.8%
+132.3%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.7% | +4.6% | +3.3% |
| 7D | -1.1% | -4.4% | +3.3% | +0.1% |
| 30D | -3.4% | +0.3% | -3.7% | -3.5% |
| 3M | +8.7% | -20.0% | +28.7% | +15.3% |
| 6M | +15.4% | -14.5% | +29.9% | +19.6% |
| YTD | +6.6% | -14.9% | +21.5% | +10.1% |
| 1Y | +51.5% | -17.7% | +69.1% | +57.9% |
| 3Y | +169.3% | -12.4% | +181.7% | +161.5% |
| 5Y | +81.6% | -50.1% | +131.7% | +114.0% |
| All | +81.6% | -50.8% | +132.3% | +114.0% |
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