+273.8%
RTX vs CCI
+51.6%
+222.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.9% | +4.4% | +3.8% |
| 7D | -3.2% | +0.9% | -4.1% | -3.6% |
| 30D | +5.6% | +10.3% | -4.7% | +2.3% |
| 3M | -11.7% | +17.9% | -29.6% | -16.4% |
| 6M | +12.3% | -0.5% | +12.8% | +11.4% |
| YTD | +8.2% | +2.7% | +5.5% | +5.7% |
| 1Y | +12.6% | +3.1% | +9.4% | +9.7% |
| 3Y | +152.8% | +8.0% | +144.9% | +134.9% |
| 5Y | +140.2% | -37.8% | +178.0% | +170.4% |
| 10Y | +273.8% | +56.5% | +217.2% | +239.5% |
| All | +273.8% | +51.6% | +222.1% | +239.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling