-68.1%
RGTI vs CCI
+7.6%
-75.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +6.5% | -5.3% | +1.4% |
| 7D | -9.6% | +5.0% | -14.6% | -9.4% |
| 30D | -26.0% | +36.4% | -62.4% | -24.9% |
| 3M | -35.8% | +20.4% | -56.2% | -35.2% |
| 6M | -36.7% | +4.9% | -41.6% | -35.3% |
| YTD | -49.4% | +7.8% | -57.2% | -50.4% |
| 1Y | -68.1% | +7.3% | -75.4% | -68.5% |
| All | -68.1% | +7.6% | -75.7% | -68.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling