+27.5%
CCL vs ROIV
+270.3%
-242.8%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.2% | -6.2% | -1.4% |
| 7D | +2.6% | +5.3% | -2.7% | +1.4% |
| 30D | +13.1% | +11.9% | +1.2% | +10.3% |
| 3M | +3.3% | +10.7% | -7.4% | +0.2% |
| 6M | +8.7% | +34.9% | -26.2% | +0.5% |
| YTD | -1.6% | +79.2% | -80.8% | -14.7% |
| 1Y | +14.0% | +89.0% | -75.0% | -2.4% |
| 3Y | +145.1% | +337.3% | -192.2% | +75.3% |
| 5Y | +21.2% | +402.3% | -381.1% | -26.9% |
| All | +27.5% | +270.3% | -242.8% | -18.1% |
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