-42.2%
RIG vs CCI
+23.6%
-65.8%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.4% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | -0.5% | +2.2% | -2.8% | -1.3% |
| 3M | -6.0% | -16.9% | +10.9% | -1.0% |
| 6M | -10.1% | -11.5% | +1.4% | -7.6% |
| YTD | +37.3% | -12.8% | +50.1% | +41.7% |
| 1Y | +73.9% | -17.1% | +91.0% | +82.0% |
| 3Y | -30.2% | -9.6% | -20.5% | -30.4% |
| 5Y | +62.5% | -48.9% | +111.4% | +92.6% |
| All | -42.2% | +23.6% | -65.8% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling