-37.8%
CCI vs ROL
+16.0%
-53.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.6% |
| 7D | +0.9% | +7.5% | -6.6% | -1.7% |
| 30D | +10.3% | +21.1% | -10.9% | +2.4% |
| 3M | +17.9% | +3.1% | +14.7% | +16.2% |
| 6M | -0.5% | -27.4% | +27.0% | +12.3% |
| YTD | +2.7% | -34.7% | +37.4% | +19.8% |
| 1Y | +3.1% | -32.9% | +36.1% | +18.9% |
| 3Y | +8.0% | +6.1% | +1.8% | -0.1% |
| 5Y | -37.8% | +16.3% | -54.1% | -47.8% |
| All | -37.8% | +16.0% | -53.8% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling