+230.8%
RDW vs CCI
-10.3%
+241.1%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.4% | -4.7% | -2.6% |
| 7D | +0.9% | -0.3% | +1.1% | +0.9% |
| 30D | -21.3% | +2.2% | -23.5% | -21.5% |
| 3M | -37.9% | -16.9% | -21.0% | -35.9% |
| 6M | +12.3% | -11.5% | +23.8% | +13.7% |
| YTD | +39.7% | -12.8% | +52.6% | +41.5% |
| 1Y | +25.7% | -17.1% | +42.8% | +28.4% |
| 3Y | +230.8% | -9.6% | +240.5% | +219.0% |
| All | +230.8% | -10.3% | +241.1% | +219.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling