-36.5%
CCI vs ROP
+0.5%
-37.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +12.2% | +30.3% | -18.1% | +1.1% |
| 3M | +23.1% | +17.8% | +5.4% | +15.3% |
| 6M | +1.3% | +38.9% | -37.6% | -11.7% |
| YTD | +4.5% | +7.6% | -3.1% | +2.0% |
| 1Y | +2.3% | +6.5% | -4.2% | +0.4% |
| 3Y | +9.8% | -6.3% | +16.1% | +10.9% |
| 5Y | -36.5% | +0.9% | -37.4% | -42.0% |
| All | -36.5% | +0.5% | -37.0% | -42.0% |
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