-8.5%
RGTI vs CCI
-15.7%
+7.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | +1.0% |
| 7D | +0.5% | -0.3% | +0.7% | +0.4% |
| 30D | -17.1% | +2.2% | -19.3% | -16.9% |
| 3M | -26.0% | -16.9% | -9.1% | -25.5% |
| 6M | -9.9% | -11.5% | +1.7% | -10.9% |
| YTD | -31.1% | -12.8% | -18.2% | -33.1% |
| 1Y | -8.5% | -17.1% | +8.6% | -6.2% |
| All | -8.5% | -15.7% | +7.2% | -6.2% |
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