+26.6%
CCL vs ROIV
+276.5%
-249.8%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | -0.1% |
| 7D | -1.2% | +1.7% | -2.9% | -1.5% |
| 30D | +13.1% | +17.6% | -4.5% | +9.2% |
| 3M | +3.4% | +9.0% | -5.6% | +0.7% |
| 6M | +18.7% | +35.3% | -16.6% | +9.8% |
| YTD | -2.3% | +82.2% | -84.4% | -15.6% |
| 1Y | +14.2% | +92.3% | -78.1% | -2.5% |
| 3Y | +133.6% | +336.8% | -203.2% | +67.0% |
| 5Y | +33.5% | +370.6% | -337.1% | -19.9% |
| All | +26.6% | +276.5% | -249.8% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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