-7.2%
RKT vs CCI
-50.2%
+43.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 3M | +11.8% | -16.3% | +28.1% | +23.4% |
| 6M | -7.6% | -13.9% | +6.3% | -0.5% |
| YTD | -28.7% | -12.4% | -16.2% | -24.8% |
| 1Y | -32.6% | -15.2% | -17.4% | -27.2% |
| 3Y | +42.1% | -9.9% | +52.0% | +41.9% |
| 5Y | -7.2% | -50.8% | +43.7% | +33.1% |
| All | -7.2% | -50.2% | +43.0% | +33.1% |
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