-50.3%
CCI vs RRC
+154.4%
-204.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.7% | -1.0% |
| 7D | -0.3% | -1.7% | +1.5% | -0.1% |
| 30D | +2.1% | +3.6% | -1.5% | +1.8% |
| 3M | -17.8% | +8.8% | -26.7% | -18.5% |
| 6M | -14.2% | +0.8% | -15.0% | -14.4% |
| YTD | -13.3% | +19.0% | -32.3% | -14.8% |
| 1Y | -16.6% | +22.9% | -39.5% | -18.4% |
| 3Y | -10.8% | +32.3% | -43.1% | -14.4% |
| 5Y | -50.3% | +151.6% | -201.9% | -52.7% |
| All | -50.3% | +154.4% | -204.7% | -52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 5y: compounded portfolio wealth divided by compounded RRC 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…
5y analysis · Full analysis span regression · 6 months rolling