+132.6%
RTX vs CCI
-37.1%
+169.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.4% | -0.8% |
| 7D | -5.1% | -0.1% | -5.0% | -5.2% |
| 30D | +5.1% | +28.4% | -23.2% | +0.2% |
| 3M | -14.8% | +20.0% | -34.8% | -17.9% |
| 6M | +8.0% | +0.8% | +7.3% | +7.7% |
| YTD | +4.5% | +3.6% | +0.9% | +3.2% |
| 1Y | +9.8% | +6.1% | +3.8% | +8.0% |
| 3Y | +144.2% | +7.2% | +137.0% | +133.3% |
| All | +132.6% | -37.1% | +169.8% | +138.3% |
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