-38.8%
CCI vs ROIV
+232.7%
-271.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.5% | -3.4% | -1.9% |
| 7D | -0.4% | +0.6% | -1.0% | -0.4% |
| 30D | +2.7% | +1.0% | +1.7% | +2.6% |
| 3M | -18.2% | +18.3% | -36.5% | -19.1% |
| 6M | -14.8% | +18.3% | -33.1% | -15.8% |
| YTD | -12.6% | +61.0% | -73.6% | -15.3% |
| 1Y | -16.7% | +177.9% | -194.6% | -21.7% |
| 3Y | -10.5% | +199.1% | -209.6% | -16.9% |
| 5Y | -51.4% | +250.7% | -302.1% | -56.1% |
| All | -38.8% | +232.7% | -271.5% | -43.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling