+1,070.2%
CCI vs RBA
+3,388.0%
-2,317.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.4% | -3.3% | -1.4% |
| 7D | +0.9% | +2.5% | -1.6% | +0.3% |
| 30D | +10.3% | +11.6% | -1.3% | +7.3% |
| 3M | +17.9% | +1.5% | +16.4% | +17.1% |
| 6M | -0.5% | -6.6% | +6.2% | +0.4% |
| YTD | +2.7% | -6.3% | +9.0% | +2.9% |
| 1Y | +3.1% | -4.0% | +7.1% | +2.6% |
| 3Y | +8.0% | +47.3% | -39.3% | -5.1% |
| 5Y | -37.8% | +47.7% | -85.4% | -46.4% |
| 10Y | +56.5% | +224.7% | -168.2% | +5.4% |
| All | +1,070.2% | +3,388.0% | -2,317.8% | +438.4% |
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 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