+437.1%
GS vs CCI
+65.8%
+371.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.1% | -1.6% |
| 7D | +5.1% | -1.4% | +6.5% | +5.5% |
| 30D | +2.4% | +12.7% | -10.3% | -1.0% |
| 3M | -11.5% | +23.0% | -34.5% | -16.8% |
| 6M | -2.5% | +0.6% | -3.1% | -3.6% |
| YTD | +5.5% | +4.9% | +0.6% | +2.3% |
| 1Y | +11.0% | +0.7% | +10.4% | +9.1% |
| 3Y | +200.1% | +10.2% | +189.9% | +176.8% |
| 5Y | +154.7% | -36.4% | +191.1% | +183.2% |
| All | +437.1% | +65.8% | +371.3% | +474.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling