+895.8%
CCI vs RRC
+787.5%
+108.3%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -0.4% | +1.3% | -1.7% | -0.6% |
| 30D | +2.7% | +10.1% | -7.4% | +1.3% |
| 3M | -18.2% | +4.0% | -22.2% | -18.7% |
| 6M | -14.8% | +1.6% | -16.4% | -15.2% |
| YTD | -12.6% | +19.7% | -32.3% | -15.1% |
| 1Y | -16.7% | +21.4% | -38.2% | -19.5% |
| 3Y | -10.5% | +29.7% | -40.2% | -15.8% |
| 5Y | -51.4% | +153.9% | -205.3% | -60.3% |
| 10Y | +20.0% | +10.8% | +9.2% | -3.2% |
| All | +895.8% | +787.5% | +108.3% | +456.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling