-28.1%
CCI vs ROIV
+287.3%
-315.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +4.6% | -5.5% | -1.1% |
| 7D | +0.9% | +13.3% | -12.4% | +0.2% |
| 30D | +10.3% | +14.8% | -4.5% | +9.4% |
| 3M | +17.9% | +11.9% | +6.0% | +16.9% |
| 6M | -0.5% | +42.4% | -42.9% | -2.8% |
| YTD | +2.7% | +87.4% | -84.7% | -1.5% |
| 1Y | +3.1% | +97.2% | -94.1% | -1.4% |
| 3Y | +8.0% | +375.7% | -367.7% | -1.8% |
| 5Y | -37.8% | +379.0% | -416.8% | -45.3% |
| All | -28.1% | +287.3% | -315.4% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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