+63.6%
RIG vs CCI
-49.9%
+113.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.2% | -0.6% |
| 7D | -8.2% | -0.3% | -7.9% | -8.2% |
| 30D | -0.2% | +2.1% | -2.3% | -0.7% |
| 3M | -2.7% | -17.8% | +15.1% | +1.9% |
| 6M | -7.5% | -14.2% | +6.7% | -4.4% |
| YTD | +38.3% | -13.3% | +51.6% | +42.1% |
| 1Y | +81.8% | -16.6% | +98.5% | +88.3% |
| 3Y | -30.2% | -10.8% | -19.4% | -30.2% |
| All | +63.6% | -49.9% | +113.5% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling