+42.1%
RKT vs CCI
-10.9%
+53.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +6.0% | +0.2% | +5.8% | +5.9% |
| 30D | +0.7% | +0.5% | +0.2% | +0.4% |
| 3M | +11.8% | -16.3% | +28.1% | +21.8% |
| 6M | -7.6% | -13.9% | +6.3% | -1.4% |
| YTD | -28.7% | -12.4% | -16.2% | -25.2% |
| 1Y | -32.6% | -15.2% | -17.4% | -27.7% |
| 3Y | +42.1% | -9.9% | +52.0% | +37.4% |
| All | +42.1% | -10.9% | +53.0% | +37.4% |
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 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