+342.5%
RCL vs CCI
+17.8%
+324.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | -2.2% | -0.3% | -1.9% | -2.1% |
| 30D | -15.7% | +2.1% | -17.8% | -16.3% |
| 3M | -8.0% | -17.8% | +9.9% | -2.1% |
| 6M | -10.1% | -14.2% | +4.0% | -6.2% |
| YTD | -5.9% | -13.3% | +7.5% | -2.6% |
| 1Y | -23.5% | -16.6% | -6.9% | -19.7% |
| 3Y | +174.4% | -10.8% | +185.2% | +166.9% |
| 5Y | +227.1% | -50.3% | +277.5% | +313.9% |
| 10Y | +342.5% | +22.5% | +320.0% | +351.7% |
| All | +342.5% | +17.8% | +324.7% | +351.7% |
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