+71.2%
CCI vs RNG
+305.9%
-234.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -1.0% |
| 7D | -0.3% | -4.1% | +3.8% | +0.2% |
| 30D | +2.1% | +8.6% | -6.5% | +1.1% |
| 3M | -17.8% | +78.0% | -95.8% | -23.3% |
| 6M | -14.2% | +67.0% | -81.2% | -19.8% |
| YTD | -13.3% | +142.4% | -155.8% | -23.1% |
| 1Y | -16.6% | +120.4% | -137.1% | -25.4% |
| 3Y | -10.8% | +122.1% | -132.9% | -22.4% |
| 5Y | -50.3% | -69.8% | +19.5% | -49.0% |
| 10Y | +22.5% | +223.4% | -200.9% | -3.8% |
| All | +71.2% | +305.9% | -234.7% | +31.9% |
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