+33.2%
CCL vs ROIV
+292.3%
-259.1%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | +5.8% | +14.3% | -8.5% | +2.8% |
| 30D | +17.3% | +16.2% | +1.0% | +13.4% |
| 3M | +11.3% | +15.1% | -3.8% | +7.1% |
| 6M | +18.5% | +44.2% | -25.8% | +8.0% |
| YTD | +2.8% | +89.8% | -87.0% | -12.0% |
| 1Y | +16.7% | +94.6% | -77.8% | -0.7% |
| 3Y | +146.0% | +367.5% | -221.5% | +73.4% |
| 5Y | +33.6% | +421.4% | -387.7% | -20.5% |
| All | +33.2% | +292.3% | -259.1% | -15.6% |
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