+261.1%
RCL vs CCI
-37.1%
+298.3%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.0% |
| 7D | +6.5% | -0.1% | +6.6% | +6.5% |
| 30D | +15.9% | +28.4% | -12.5% | +8.8% |
| 3M | +2.7% | +20.0% | -17.3% | -2.0% |
| 6M | +15.2% | +0.8% | +14.5% | +14.4% |
| YTD | +19.2% | +3.6% | +15.6% | +16.9% |
| 1Y | +31.6% | +6.1% | +25.5% | +28.2% |
| 3Y | +274.2% | +7.2% | +267.0% | +241.9% |
| All | +261.1% | -37.1% | +298.3% | +272.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling