+12.3%
CCI vs RAM
-82.2%
+94.6%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -32.5% | +31.1% | -2.8% |
| 7D | +2.4% | -49.5% | +51.9% | -0.5% |
| 30D | +33.2% | -63.2% | +96.4% | +27.3% |
| 3M | +25.0% | -58.5% | +83.4% | +21.5% |
| All | +12.3% | -82.2% | +94.6% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RAM.
Daily Out/Under-Performance
Portfolio return minus RAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RAM 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 1y: compounded portfolio wealth divided by compounded RAM 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…
1y analysis · Full analysis span regression · Available span rolling