+331.9%
RCL vs CCI
+67.9%
+264.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | -1.2% | +2.5% | -3.7% | -2.0% |
| 30D | +17.8% | +14.4% | +3.4% | +12.3% |
| 3M | +4.9% | +21.7% | -16.7% | -2.6% |
| 6M | +23.7% | +4.0% | +19.7% | +20.4% |
| YTD | +17.8% | +6.2% | +11.6% | +13.0% |
| 1Y | +28.9% | +5.4% | +23.5% | +23.9% |
| 3Y | +241.9% | +11.7% | +230.1% | +205.1% |
| 5Y | +295.4% | -35.6% | +331.0% | +354.8% |
| All | +331.9% | +67.9% | +264.0% | +274.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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