-11.7%
CCI vs RSG
+56.5%
-68.3%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.4% |
| 7D | -4.4% | -1.8% | -2.6% | -3.6% |
| 30D | +0.3% | +2.8% | -2.5% | -1.0% |
| 3M | -20.0% | +4.3% | -24.3% | -21.5% |
| 6M | -14.5% | -0.5% | -14.0% | -14.5% |
| YTD | -14.9% | +5.2% | -20.1% | -17.0% |
| 1Y | -17.7% | -2.1% | -15.5% | -17.2% |
| All | -11.7% | +56.5% | -68.3% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling