-0.8%
RKT vs CCI
-36.7%
+35.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.7% | -6.6% | -5.8% |
| 7D | +4.6% | +3.2% | +1.4% | +2.8% |
| 30D | +25.9% | +12.2% | +13.7% | +17.3% |
| 3M | +5.0% | +23.1% | -18.1% | -8.3% |
| 6M | -7.9% | +1.3% | -9.2% | -10.5% |
| YTD | -25.4% | +4.5% | -29.8% | -29.9% |
| 1Y | -15.4% | +2.3% | -17.7% | -19.4% |
| 3Y | +83.3% | +9.8% | +73.5% | +59.5% |
| 5Y | -0.8% | -36.5% | +35.7% | +27.7% |
| All | -0.8% | -36.7% | +35.9% | +27.7% |
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 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