+887.3%
CCI vs RRX
+1,041.2%
-154.0%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.3% |
| 7D | -0.3% | -0.7% | +0.5% | -0.1% |
| 30D | +2.1% | -8.0% | +10.1% | +4.5% |
| 3M | -17.8% | -25.1% | +7.2% | -12.3% |
| 6M | -14.2% | -18.3% | +4.1% | -12.2% |
| YTD | -13.3% | +14.2% | -27.5% | -21.2% |
| 1Y | -16.6% | +13.0% | -29.7% | -24.6% |
| 3Y | -10.8% | +4.2% | -15.0% | -23.1% |
| 5Y | -50.3% | +17.9% | -68.2% | -60.4% |
| 10Y | +22.5% | +220.4% | -197.9% | -38.8% |
| All | +887.3% | +1,041.2% | -154.0% | +195.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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