+895.8%
CCI vs ROL
+4,298.5%
-3,402.7%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.4% | -2.3% | -2.0% |
| 7D | -0.4% | -1.4% | +1.0% | +0.1% |
| 30D | +2.7% | -4.1% | +6.8% | +4.2% |
| 3M | -18.2% | -22.5% | +4.3% | -10.4% |
| 6M | -14.8% | -37.7% | +22.9% | +0.9% |
| YTD | -12.6% | -39.6% | +27.0% | +4.2% |
| 1Y | -16.7% | -36.0% | +19.3% | -3.2% |
| 3Y | -10.5% | -5.1% | -5.4% | -10.9% |
| 5Y | -51.4% | -3.4% | -48.0% | -52.7% |
| 10Y | +20.0% | +215.2% | -195.2% | -26.5% |
| All | +895.8% | +4,298.5% | -3,402.7% | +120.4% |
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 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