-28.9%
RIG vs CCI
-12.4%
-16.6%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.4% |
| 7D | -4.2% | -4.4% | +0.2% | -3.3% |
| 30D | -0.7% | +0.3% | -1.0% | -0.8% |
| 3M | -4.0% | -20.0% | +16.0% | +0.7% |
| 6M | -6.3% | -14.5% | +8.2% | -3.5% |
| YTD | +39.7% | -14.9% | +54.6% | +43.4% |
| 1Y | +78.1% | -17.7% | +95.7% | +83.6% |
| All | -28.9% | -12.4% | -16.6% | -27.9% |
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