+1,080.4%
CCI vs RBA
+3,306.1%
-2,225.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.3% |
| 7D | -0.1% | +4.3% | -4.4% | -1.1% |
| 30D | +28.4% | +16.3% | +12.1% | +23.7% |
| 3M | +20.0% | +1.3% | +18.7% | +19.3% |
| 6M | +0.8% | -11.1% | +11.8% | +2.9% |
| YTD | +3.6% | -8.5% | +12.1% | +4.4% |
| 1Y | +6.1% | -2.1% | +8.2% | +5.1% |
| 3Y | +7.2% | +44.6% | -37.4% | -5.3% |
| 5Y | -37.0% | +36.8% | -73.8% | -44.7% |
| 10Y | +54.2% | +227.3% | -173.2% | +3.5% |
| All | +1,080.4% | +3,306.1% | -2,225.6% | +446.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling