+1,094.9%
CCI vs RRC
+990.0%
+104.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -1.4% | +2.5% | -3.9% | -1.7% |
| 30D | +12.7% | +21.1% | -8.4% | +9.5% |
| 3M | +23.0% | +28.4% | -5.4% | +18.3% |
| 6M | +0.6% | +26.5% | -25.8% | -3.1% |
| YTD | +4.9% | +47.0% | -42.1% | -1.4% |
| 1Y | +0.7% | +35.2% | -34.5% | -4.3% |
| 3Y | +10.2% | +61.0% | -50.8% | +0.3% |
| 5Y | -36.4% | +133.6% | -170.0% | -47.2% |
| 10Y | +66.6% | +72.1% | -5.5% | +24.8% |
| All | +1,094.9% | +990.0% | +104.9% | +546.5% |
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