+2,064.0%
GS vs CCI
+568.2%
+1,495.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.6% |
| 7D | +0.9% | -0.4% | +1.3% | +1.1% |
| 30D | -1.6% | +2.7% | -4.3% | -2.3% |
| 3M | -4.5% | -18.2% | +13.7% | +0.2% |
| 6M | +20.9% | -14.8% | +35.7% | +25.0% |
| YTD | +19.9% | -12.6% | +32.5% | +22.6% |
| 1Y | +41.4% | -16.7% | +58.2% | +46.4% |
| 3Y | +239.2% | -10.5% | +249.7% | +237.6% |
| 5Y | +185.0% | -51.4% | +236.5% | +231.1% |
| 10Y | +655.0% | +20.0% | +634.9% | +573.8% |
| All | +2,064.0% | +568.2% | +1,495.9% | +1,048.0% |
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