+2,291.2%
RTX vs CCI
+1,091.9%
+1,199.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.7% |
| 3M | -14.8% | +20.0% | -34.8% | -17.6% |
| 6M | +8.0% | +0.8% | +7.3% | +7.2% |
| YTD | +4.5% | +3.6% | +0.9% | +2.9% |
| 1Y | +9.8% | +6.1% | +3.8% | +7.8% |
| 3Y | +144.2% | +7.2% | +137.0% | +136.8% |
| 5Y | +131.4% | -37.0% | +168.4% | +142.8% |
| 10Y | +273.3% | +54.2% | +219.1% | +240.7% |
| All | +2,291.2% | +1,091.9% | +1,199.3% | +1,409.1% |
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 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