+1,127.7%
RSP vs CCI
+1,871.2%
-743.4%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.2% |
| 7D | -0.8% | -0.4% | -0.4% | -0.6% |
| 30D | -0.3% | +2.7% | -3.0% | -1.4% |
| 3M | +4.3% | -18.2% | +22.5% | +11.5% |
| 6M | +8.8% | -14.8% | +23.6% | +14.1% |
| YTD | +15.3% | -12.6% | +27.9% | +19.1% |
| 1Y | +18.3% | -16.7% | +35.0% | +24.1% |
| 3Y | +52.8% | -10.5% | +63.3% | +52.0% |
| 5Y | +51.7% | -51.4% | +103.1% | +88.3% |
| 10Y | +208.5% | +20.0% | +188.4% | +162.2% |
| All | +1,127.7% | +1,871.2% | -743.4% | +388.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling