+152.4%
GS vs CCI
-37.5%
+189.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.5% | +4.8% |
| 7D | +0.8% | +0.9% | -0.1% | +0.7% |
| 30D | +1.2% | +10.3% | -9.1% | -0.5% |
| 3M | -12.4% | +17.9% | -30.3% | -15.1% |
| 6M | -2.3% | -0.5% | -1.9% | -2.5% |
| YTD | +4.6% | +2.7% | +1.9% | +3.2% |
| 1Y | +17.5% | +3.1% | +14.4% | +15.9% |
| 3Y | +202.0% | +8.0% | +194.1% | +183.8% |
| 5Y | +152.4% | -37.8% | +190.1% | +172.1% |
| All | +152.4% | -37.5% | +189.8% | +172.1% |
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