+11.7%
CCI vs ROIV
+357.5%
-345.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.4% |
| 7D | +2.5% | +1.7% | +0.8% | +2.3% |
| 30D | +14.4% | +17.6% | -3.2% | +12.6% |
| 3M | +21.7% | +9.0% | +12.7% | +20.3% |
| 6M | +4.0% | +35.3% | -31.3% | +0.1% |
| YTD | +6.2% | +82.2% | -76.0% | -2.0% |
| 1Y | +5.4% | +92.3% | -86.9% | -3.5% |
| 3Y | +11.7% | +336.8% | -325.1% | -9.4% |
| All | +11.7% | +357.5% | -345.8% | -9.4% |
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