+32.1%
RTX vs CCI
-16.2%
+48.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.5% |
| 7D | -1.6% | -0.3% | -1.3% | -1.6% |
| 30D | -11.6% | +2.1% | -13.7% | -11.8% |
| 3M | +9.2% | -17.8% | +27.0% | +13.6% |
| 6M | -4.4% | -14.2% | +9.8% | -1.7% |
| YTD | +8.9% | -13.3% | +22.2% | +12.1% |
| 1Y | +32.1% | -16.6% | +48.7% | +35.7% |
| All | +32.1% | -16.2% | +48.4% | +35.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling