+1,080.4%
CCI vs RL
+1,820.2%
-739.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.3% |
| 7D | -0.1% | -4.2% | +4.1% | +0.9% |
| 30D | +28.4% | +4.3% | +24.1% | +27.0% |
| 3M | +20.0% | -4.6% | +24.6% | +21.0% |
| 6M | +0.8% | +1.7% | -0.9% | -0.6% |
| YTD | +3.6% | +7.3% | -3.7% | +0.4% |
| 1Y | +6.1% | +20.8% | -14.7% | -0.2% |
| 3Y | +7.2% | +247.0% | -239.8% | -25.7% |
| 5Y | -37.0% | +225.5% | -262.4% | -56.9% |
| 10Y | +54.2% | +363.0% | -308.9% | -15.1% |
| All | +1,080.4% | +1,820.2% | -739.8% | +332.6% |
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