-24.1%
RKT vs CCI
-26.3%
+2.1%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.7% |
| 7D | -9.0% | +2.5% | -11.5% | -10.3% |
| 30D | +30.2% | +14.4% | +15.8% | +20.1% |
| 3M | -8.8% | +21.7% | -30.5% | -19.8% |
| 6M | -0.9% | +4.0% | -5.0% | -5.5% |
| YTD | -29.2% | +6.2% | -35.4% | -34.2% |
| 1Y | -20.1% | +5.4% | -25.5% | -25.4% |
| 3Y | +81.3% | +11.7% | +69.6% | +57.8% |
| 5Y | -6.6% | -35.6% | +29.0% | +17.6% |
| All | -24.1% | -26.3% | +2.1% | -14.6% |
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