-16.7%
CCI vs ROL
-35.4%
+18.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -0.4% | -1.4% | +1.0% | -0.1% |
| 30D | +2.7% | -4.1% | +6.8% | +3.7% |
| 3M | -18.2% | -22.5% | +4.3% | -13.2% |
| 6M | -14.8% | -37.7% | +22.9% | -6.9% |
| YTD | -12.6% | -39.6% | +27.0% | -5.7% |
| 1Y | -16.7% | -36.0% | +19.3% | -10.4% |
| All | -16.7% | -35.4% | +18.7% | -10.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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