-16.6%
CCI vs RBA
-29.1%
+12.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.0% |
| 7D | -0.3% | -1.9% | +1.6% | -0.1% |
| 30D | +2.1% | -13.0% | +15.1% | +3.3% |
| 3M | -17.8% | -23.1% | +5.3% | -16.0% |
| 6M | -14.2% | -22.6% | +8.4% | -12.8% |
| YTD | -13.3% | -20.4% | +7.0% | -13.4% |
| 1Y | -16.6% | -29.6% | +13.0% | -16.4% |
| All | -16.6% | -29.1% | +12.5% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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 · 6 months rolling