+22.4%
CCI vs RSG
+428.9%
-406.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.8% | +1.6% | +1.9% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | +2.2% | +4.0% | -1.7% | -0.2% |
| 3M | -16.9% | +7.4% | -24.3% | -20.5% |
| 6M | -11.5% | +0.1% | -11.6% | -11.8% |
| YTD | -12.8% | +6.0% | -18.9% | -16.3% |
| 1Y | -17.1% | -3.0% | -14.1% | -16.0% |
| 3Y | -9.6% | +56.5% | -66.1% | -33.9% |
| 5Y | -48.9% | +90.9% | -139.9% | -67.8% |
| All | +22.4% | +428.9% | -406.5% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling