-50.8%
CCI vs RBA
+44.6%
-95.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.5% |
| 7D | +0.2% | -1.1% | +1.2% | +0.3% |
| 30D | +0.5% | -13.2% | +13.7% | +2.9% |
| 3M | -16.3% | -21.4% | +5.1% | -13.1% |
| 6M | -13.9% | -20.9% | +6.9% | -10.9% |
| YTD | -12.4% | -19.9% | +7.4% | -10.0% |
| 1Y | -15.2% | -28.7% | +13.5% | -10.9% |
| 3Y | -9.9% | +27.4% | -37.3% | -17.0% |
| 5Y | -50.8% | +41.7% | -92.6% | -55.6% |
| All | -50.8% | +44.6% | -95.5% | -55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling