+27.6%
CCL vs ROIV
+248.8%
-221.2%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.2% | -1.3% | -4.6% |
| 7D | +2.6% | -2.4% | +5.0% | +3.2% |
| 30D | +11.3% | +3.1% | +8.3% | +10.6% |
| 3M | +0.3% | +5.8% | -5.6% | -1.7% |
| 6M | +16.1% | +29.3% | -13.2% | +8.4% |
| YTD | -1.6% | +68.8% | -70.3% | -13.5% |
| 1Y | +11.8% | +81.0% | -69.3% | -3.3% |
| 3Y | +139.6% | +294.6% | -155.0% | +75.0% |
| 5Y | +21.3% | +373.1% | -351.8% | -25.9% |
| All | +27.6% | +248.8% | -221.2% | -17.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling