-36.6%
CCI vs RRC
+132.4%
-169.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.8% | -3.1% | +1.3% |
| 7D | +3.2% | -5.2% | +8.4% | +3.7% |
| 30D | +12.2% | +25.2% | -13.0% | +9.5% |
| 3M | +23.1% | +27.4% | -4.2% | +19.9% |
| 6M | +1.3% | +27.0% | -25.7% | -1.5% |
| YTD | +4.5% | +46.3% | -41.8% | +0.2% |
| 1Y | +2.3% | +37.1% | -34.8% | -1.4% |
| 3Y | +9.8% | +60.2% | -50.4% | +2.7% |
| All | -36.6% | +132.4% | -169.1% | -41.7% |
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