-34.0%
CCL vs ROL
+221.5%
-255.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.6% | -2.9% | -1.2% |
| 7D | -1.2% | +3.0% | -4.2% | -2.1% |
| 30D | +13.1% | +19.8% | -6.6% | +6.5% |
| 3M | +3.4% | +7.9% | -4.5% | +0.5% |
| 6M | +18.7% | -25.6% | +44.4% | +30.0% |
| YTD | -2.3% | -34.1% | +31.9% | +11.3% |
| 1Y | +14.2% | -31.4% | +45.6% | +28.3% |
| 3Y | +133.6% | +4.7% | +128.9% | +125.3% |
| 5Y | +33.5% | +15.6% | +17.9% | +22.7% |
| All | -34.0% | +221.5% | -255.6% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 ROL 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