+895.8%
CCI vs RL
+1,685.8%
-790.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.0% | -3.9% | -2.3% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | +2.7% | -7.8% | +10.5% | +4.6% |
| 3M | -18.2% | -4.0% | -14.2% | -17.8% |
| 6M | -14.8% | -1.9% | -12.9% | -15.4% |
| YTD | -12.6% | -0.2% | -12.4% | -13.7% |
| 1Y | -16.7% | +10.7% | -27.4% | -20.0% |
| 3Y | -10.5% | +210.8% | -221.3% | -36.2% |
| 5Y | -51.4% | +238.2% | -289.7% | -67.3% |
| 10Y | +20.0% | +313.4% | -293.3% | -31.8% |
| All | +895.8% | +1,685.8% | -790.0% | +272.0% |
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