+1,070.2%
CCI vs RL
+1,932.2%
-862.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +5.8% | -6.7% | -2.3% |
| 7D | +0.9% | +0.2% | +0.7% | +0.8% |
| 30D | +10.3% | +7.3% | +2.9% | +8.3% |
| 3M | +17.9% | +1.0% | +16.8% | +17.2% |
| 6M | -0.5% | +11.8% | -12.2% | -4.1% |
| YTD | +2.7% | +13.6% | -10.9% | -1.8% |
| 1Y | +3.1% | +24.0% | -20.9% | -3.6% |
| 3Y | +8.0% | +256.6% | -248.6% | -25.6% |
| 5Y | -37.8% | +240.2% | -278.0% | -57.9% |
| 10Y | +56.5% | +373.0% | -316.4% | -14.0% |
| All | +1,070.2% | +1,932.2% | -862.0% | +322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling