-16.6%
CCI vs ROL
-38.8%
+22.2%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.1% | -0.7% |
| 7D | -0.3% | -3.3% | +3.0% | +0.6% |
| 30D | +2.1% | -7.2% | +9.4% | +4.0% |
| 3M | -17.8% | -27.0% | +9.1% | -11.5% |
| 6M | -14.2% | -39.5% | +25.3% | -5.2% |
| YTD | -13.3% | -41.8% | +28.5% | -5.4% |
| 1Y | -16.6% | -38.9% | +22.2% | -9.0% |
| All | -16.6% | -38.8% | +22.2% | -9.0% |
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