-15.2%
CCI vs ROIV
+221.6%
-236.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +18.8% | -18.6% | -0.9% |
| 7D | +0.2% | +20.2% | -20.0% | -1.0% |
| 30D | +0.5% | +14.1% | -13.6% | -0.4% |
| 3M | -16.3% | +45.6% | -61.9% | -19.3% |
| 6M | -13.9% | +44.1% | -58.1% | -17.2% |
| YTD | -12.4% | +91.2% | -103.6% | -19.7% |
| 1Y | -15.2% | +221.3% | -236.5% | -27.8% |
| All | -15.2% | +221.6% | -236.7% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling