+22.4%
CCI vs RNG
+222.9%
-200.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.5% | +2.4% |
| 7D | -0.3% | -6.1% | +5.8% | +0.4% |
| 30D | +2.2% | +9.6% | -7.4% | +1.1% |
| 3M | -16.9% | +83.3% | -100.2% | -22.8% |
| 6M | -11.5% | +77.9% | -89.5% | -18.1% |
| YTD | -12.8% | +139.9% | -152.8% | -22.8% |
| 1Y | -17.1% | +121.7% | -138.7% | -26.1% |
| 3Y | -9.6% | +121.9% | -131.5% | -21.8% |
| 5Y | -48.9% | -68.4% | +19.4% | -47.6% |
| All | +22.4% | +222.9% | -200.5% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling