+19.6%
CCI vs ROL
+210.1%
-190.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -4.4% | -3.2% | -1.2% | -3.2% |
| 30D | +0.3% | -6.6% | +6.9% | +2.9% |
| 3M | -20.0% | -27.3% | +7.3% | -9.9% |
| 6M | -14.5% | -38.1% | +23.6% | +2.1% |
| YTD | -14.9% | -41.8% | +26.9% | +3.4% |
| 1Y | -17.7% | -37.8% | +20.1% | -2.8% |
| 3Y | -12.4% | -0.3% | -12.0% | -14.9% |
| 5Y | -50.1% | -5.1% | -45.1% | -51.8% |
| All | +19.6% | +210.1% | -190.5% | -12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling