-10.8%
CCI vs ROIV
+201.4%
-212.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -2.0% |
| 7D | -0.4% | +0.6% | -1.0% | -0.5% |
| 30D | +2.7% | +1.0% | +1.7% | +2.6% |
| 3M | -18.2% | +18.3% | -36.5% | -19.5% |
| 6M | -14.8% | +18.3% | -33.1% | -16.3% |
| YTD | -12.6% | +61.0% | -73.6% | -16.7% |
| 1Y | -16.7% | +177.9% | -194.6% | -23.8% |
| All | -10.8% | +201.4% | -212.2% | -20.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling