-10.2%
CCI vs RNG
+122.1%
-132.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.0% |
| 7D | -0.3% | -4.1% | +3.8% | 0.0% |
| 30D | +2.1% | +8.6% | -6.5% | +1.4% |
| 3M | -17.8% | +78.0% | -95.8% | -21.7% |
| 6M | -14.2% | +67.0% | -81.2% | -18.2% |
| YTD | -13.3% | +142.4% | -155.8% | -20.4% |
| 1Y | -16.6% | +120.4% | -137.1% | -22.9% |
| All | -10.2% | +122.1% | -132.2% | -20.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling