-50.3%
CCI vs RMD
-22.9%
-27.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -0.9% |
| 7D | -0.3% | -4.7% | +4.5% | +0.7% |
| 30D | +2.1% | +0.2% | +1.9% | +2.0% |
| 3M | -17.8% | +12.0% | -29.8% | -20.1% |
| 6M | -14.2% | -12.5% | -1.6% | -12.1% |
| YTD | -13.3% | -7.9% | -5.4% | -12.5% |
| 1Y | -16.6% | -20.4% | +3.8% | -13.1% |
| 3Y | -10.8% | +53.1% | -63.9% | -23.4% |
| 5Y | -50.3% | -22.1% | -28.2% | -49.5% |
| All | -50.3% | -22.9% | -27.4% | -49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 5y: compounded portfolio wealth divided by compounded RMD 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…
5y analysis · Full analysis span regression · 6 months rolling