+83.3%
RKT vs CCI
+8.8%
+74.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -5.5% |
| 7D | +4.6% | +3.2% | +1.4% | +3.4% |
| 30D | +25.9% | +12.2% | +13.7% | +20.0% |
| 3M | +5.0% | +23.1% | -18.1% | -4.1% |
| 6M | -7.9% | +1.3% | -9.2% | -8.4% |
| YTD | -25.4% | +4.5% | -29.8% | -27.7% |
| 1Y | -15.4% | +2.3% | -17.7% | -16.9% |
| 3Y | +83.3% | +9.8% | +73.5% | +59.7% |
| All | +83.3% | +8.8% | +74.5% | +59.7% |
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