+646.8%
RGTI vs CCI
-12.4%
+659.2%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.4% |
| 7D | -0.1% | -4.4% | +4.3% | +0.3% |
| 30D | -16.2% | +0.3% | -16.5% | -16.2% |
| 3M | -22.0% | -20.0% | -2.1% | -19.6% |
| 6M | -10.8% | -14.5% | +3.7% | -9.6% |
| YTD | -31.6% | -14.9% | -16.7% | -30.9% |
| 1Y | -6.4% | -17.7% | +11.3% | -4.9% |
| All | +646.8% | -12.4% | +659.2% | +522.4% |
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