+238.7%
GM vs CCI
+201.0%
+37.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | -1.8% | +0.5% | -2.3% | -2.1% |
| 3M | +2.6% | -16.3% | +18.9% | +8.6% |
| 6M | +14.6% | -13.9% | +28.5% | +19.4% |
| YTD | +6.2% | -12.4% | +18.6% | +9.4% |
| 1Y | +48.7% | -15.2% | +63.9% | +54.6% |
| 3Y | +168.3% | -9.9% | +178.2% | +163.4% |
| 5Y | +82.8% | -50.8% | +133.6% | +127.2% |
| 10Y | +226.2% | +18.3% | +207.9% | +173.5% |
| All | +238.7% | +201.0% | +37.7% | +58.7% |
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