-50.8%
CCI vs ROP
-14.2%
-36.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.9% | +3.0% | +1.3% |
| 7D | +0.2% | -5.4% | +5.6% | +2.4% |
| 30D | +0.5% | -1.6% | +2.1% | +1.1% |
| 3M | -16.3% | +18.8% | -35.1% | -22.3% |
| 6M | -13.9% | +8.2% | -22.2% | -17.1% |
| YTD | -12.4% | -10.5% | -2.0% | -8.1% |
| 1Y | -15.2% | -23.7% | +8.6% | -3.8% |
| 3Y | -9.9% | -17.9% | +8.0% | -5.3% |
| 5Y | -50.8% | -15.3% | -35.5% | -52.3% |
| All | -50.8% | -14.2% | -36.6% | -52.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling