+155.6%
GS vs CCI
-35.6%
+191.2%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -0.9% | +0.1% |
| 7D | +5.9% | +2.5% | +3.3% | +5.4% |
| 30D | +4.3% | +14.4% | -10.1% | +1.9% |
| 3M | -11.7% | +21.7% | -33.3% | -14.8% |
| 6M | -3.2% | +4.0% | -7.2% | -4.1% |
| YTD | +5.8% | +6.2% | -0.4% | +3.8% |
| 1Y | +16.0% | +5.4% | +10.6% | +14.0% |
| 3Y | +199.8% | +11.7% | +188.0% | +179.9% |
| All | +155.6% | -35.6% | +191.2% | +179.2% |
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 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