+895.8%
CCI vs RBA
+2,942.6%
-2,046.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | -0.4% | -2.9% | +2.5% | +0.3% |
| 30D | +2.7% | -12.3% | +15.0% | +5.8% |
| 3M | -18.2% | -20.5% | +2.3% | -14.1% |
| 6M | -14.8% | -18.5% | +3.8% | -11.2% |
| YTD | -12.6% | -18.2% | +5.6% | -9.4% |
| 1Y | -16.7% | -27.5% | +10.8% | -11.3% |
| 3Y | -10.5% | +38.1% | -48.6% | -20.0% |
| 5Y | -51.4% | +44.8% | -96.2% | -58.1% |
| 10Y | +20.0% | +187.1% | -167.1% | -16.7% |
| All | +895.8% | +2,942.6% | -2,046.8% | +374.2% |
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