+238.8%
RCL vs CCI
-50.2%
+289.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -0.5% | +0.2% | -0.6% | -0.5% |
| 30D | -17.3% | +0.5% | -17.8% | -17.5% |
| 3M | -2.8% | -16.3% | +13.5% | +1.3% |
| 6M | -4.4% | -13.9% | +9.6% | -1.4% |
| YTD | -4.2% | -12.4% | +8.3% | -2.0% |
| 1Y | -23.4% | -15.2% | -8.2% | -20.9% |
| 3Y | +179.4% | -9.9% | +189.3% | +167.5% |
| 5Y | +238.8% | -50.8% | +289.6% | +297.5% |
| All | +238.8% | -50.2% | +289.0% | +297.5% |
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