+1,243.3%
RCL vs CCI
+905.5%
+337.8%
-89.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.7% | +0.4% |
| 7D | -5.1% | -0.4% | -4.7% | -5.0% |
| 30D | -19.0% | +2.7% | -21.7% | -19.6% |
| 3M | -9.6% | -18.2% | +8.6% | -5.1% |
| 6M | -6.7% | -14.8% | +8.1% | -3.4% |
| YTD | -3.9% | -12.6% | +8.7% | -1.6% |
| 1Y | -25.1% | -16.7% | -8.3% | -22.3% |
| 3Y | +179.1% | -10.5% | +189.6% | +177.7% |
| 5Y | +243.3% | -51.4% | +294.7% | +300.7% |
| 10Y | +325.8% | +20.0% | +305.7% | +290.4% |
| All | +1,243.3% | +905.5% | +337.8% | +562.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling