+140.2%
GS vs CCI
-35.5%
+175.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.0% | -6.1% |
| 7D | -6.3% | +2.4% | -8.7% | -6.7% |
| 30D | -3.1% | +33.2% | -36.3% | -8.1% |
| 3M | -17.7% | +25.0% | -42.6% | -20.9% |
| 6M | -4.6% | +4.8% | -9.3% | -5.6% |
| YTD | +0.3% | +6.4% | -6.0% | -1.6% |
| 1Y | +11.7% | +6.5% | +5.3% | +9.6% |
| 3Y | +183.6% | +8.6% | +174.9% | +167.5% |
| All | +140.2% | -35.5% | +175.7% | +156.9% |
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