-16.7%
CCI vs RNG
+144.7%
-161.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.9% | +2.0% | -1.6% |
| 7D | -0.4% | +5.8% | -6.2% | -0.8% |
| 30D | +2.7% | +19.6% | -16.9% | +1.5% |
| 3M | -18.2% | +67.0% | -85.2% | -21.0% |
| 6M | -14.8% | +88.4% | -103.2% | -18.4% |
| YTD | -12.6% | +155.5% | -168.1% | -18.8% |
| 1Y | -16.7% | +141.7% | -158.4% | -22.6% |
| All | -16.7% | +144.7% | -161.5% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 1y: compounded portfolio wealth divided by compounded RNG 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…
1y analysis · Full analysis span regression · 6 months rolling