+22.4%
CCI vs ROP
+135.6%
-113.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -0.3% | -4.6% | +4.3% | +1.7% |
| 30D | +2.2% | -1.7% | +3.9% | +2.9% |
| 3M | -16.9% | +17.1% | -33.9% | -22.6% |
| 6M | -11.5% | +10.9% | -22.4% | -15.9% |
| YTD | -12.8% | -12.1% | -0.7% | -8.8% |
| 1Y | -17.1% | -24.2% | +7.2% | -7.5% |
| 3Y | -9.6% | -20.4% | +10.7% | -3.1% |
| 5Y | -48.9% | -15.4% | -33.6% | -47.4% |
| All | +22.4% | +135.6% | -113.2% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling