+18.3%
CCI vs RL
+304.3%
-286.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.3% |
| 7D | +0.2% | +1.9% | -1.7% | 0.0% |
| 30D | +0.5% | -12.2% | +12.7% | +2.0% |
| 3M | -16.3% | -6.6% | -9.6% | -15.8% |
| 6M | -13.9% | +3.2% | -17.1% | -14.7% |
| YTD | -12.4% | -1.3% | -11.1% | -12.8% |
| 1Y | -15.2% | +13.6% | -28.8% | -17.0% |
| 3Y | -9.9% | +210.9% | -220.7% | -24.5% |
| 5Y | -50.8% | +246.9% | -297.7% | -60.1% |
| 10Y | +18.3% | +310.1% | -291.8% | -7.8% |
| All | +18.3% | +304.3% | -286.0% | -7.8% |
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