-38.3%
CCI vs RVMD
+634.9%
-673.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.3% |
| 7D | +0.2% | -1.2% | +1.4% | +0.3% |
| 30D | +0.5% | +1.1% | -0.6% | +0.4% |
| 3M | -16.3% | +39.6% | -55.9% | -18.5% |
| 6M | -13.9% | +110.7% | -124.6% | -19.3% |
| YTD | -12.4% | +160.3% | -172.7% | -19.7% |
| 1Y | -15.2% | +404.9% | -420.1% | -26.6% |
| 3Y | -9.9% | +545.5% | -555.3% | -26.0% |
| 5Y | -50.8% | +584.7% | -635.5% | -61.4% |
| All | -38.3% | +634.9% | -673.2% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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