+1,090.4%
CCI vs ROL
+4,637.0%
-3,546.6%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +3.2% | +3.4% | -0.2% | +2.0% |
| 30D | +12.2% | +20.8% | -8.6% | +4.5% |
| 3M | +23.1% | +3.7% | +19.4% | +20.8% |
| 6M | +1.3% | -27.7% | +28.9% | +13.0% |
| YTD | +4.5% | -34.9% | +39.4% | +20.6% |
| 1Y | +2.3% | -33.3% | +35.6% | +16.9% |
| 3Y | +9.8% | +4.3% | +5.5% | +5.2% |
| 5Y | -36.5% | +15.0% | -51.5% | -42.0% |
| 10Y | +64.7% | +214.7% | -150.0% | +0.5% |
| All | +1,090.4% | +4,637.0% | -3,546.6% | +155.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling