+8.0%
CCI vs ROL
+5.5%
+2.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.4% |
| 7D | +0.9% | +7.5% | -6.6% | -1.1% |
| 30D | +10.3% | +21.1% | -10.9% | +4.3% |
| 3M | +17.9% | +3.1% | +14.7% | +16.9% |
| 6M | -0.5% | -27.4% | +27.0% | +9.6% |
| YTD | +2.7% | -34.7% | +37.4% | +15.5% |
| 1Y | +3.1% | -32.9% | +36.1% | +14.9% |
| 3Y | +8.0% | +6.1% | +1.8% | +5.0% |
| All | +8.0% | +5.5% | +2.5% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling