+69.3%
CCI vs RL
+337.1%
-267.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.4% |
| 7D | +2.5% | +2.6% | -0.1% | +2.2% |
| 30D | +14.4% | +2.9% | +11.5% | +14.0% |
| 3M | +21.7% | 0.0% | +21.7% | +21.6% |
| 6M | +4.0% | +17.1% | -13.1% | +1.7% |
| YTD | +6.2% | +10.1% | -3.9% | +4.3% |
| 1Y | +5.4% | +17.3% | -11.9% | +2.7% |
| 3Y | +11.7% | +249.3% | -237.6% | -8.1% |
| 5Y | -35.6% | +240.9% | -276.5% | -47.8% |
| All | +69.3% | +337.1% | -267.8% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling