Maybe the GPS is bad, here is the one I bought:

BMW Navigation Antenna GPS Ant Magnetic Mount New | eBay

Can you tell your position (longitude/latitude and height accurately?)

If you can tell the position, perhaps you have a problem with the gyroscope in the CCC itself and not the GPS

EDIT: I see in your initial post you indicated you get the latitude and longitude accurately...I'd just get another GPS just in case before looking at the CCC itself...cheaper troubleshooting option...