-78.8%
RIG vs CCI
+905.5%
-984.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.5% |
| 7D | +0.9% | -0.4% | +1.3% | +0.9% |
| 30D | +13.8% | +2.7% | +11.1% | +13.2% |
| 3M | -6.4% | -18.2% | +11.8% | -3.2% |
| 6M | -8.2% | -14.8% | +6.6% | -5.9% |
| YTD | +41.6% | -12.6% | +54.2% | +44.5% |
| 1Y | +88.7% | -16.7% | +105.5% | +94.0% |
| 3Y | -30.9% | -10.5% | -20.3% | -30.5% |
| 5Y | +57.7% | -51.4% | +109.1% | +75.4% |
| 10Y | -39.3% | +20.0% | -59.3% | -42.5% |
| All | -78.8% | +905.5% | -984.3% | -86.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling