+109.9%
CCI vs RNG
+340.1%
-230.3%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +1.9% | +1.3% |
| 7D | +2.5% | +4.6% | -2.1% | +2.0% |
| 30D | +14.4% | +0.4% | +14.0% | +14.3% |
| 3M | +21.7% | +11.4% | +10.3% | +19.9% |
| 6M | +4.0% | +95.7% | -91.7% | -4.3% |
| YTD | +6.2% | +162.9% | -156.7% | -6.8% |
| 1Y | +5.4% | +180.3% | -174.9% | -8.2% |
| 3Y | +11.7% | +188.3% | -176.6% | -5.7% |
| 5Y | -35.6% | -72.5% | +36.9% | -33.0% |
| 10Y | +68.7% | +236.7% | -168.0% | +31.6% |
| All | +109.9% | +340.1% | -230.3% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling