-25.3%
CCL vs ROL
-37.3%
+12.0%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.5% | +1.2% | -0.7% |
| 7D | -0.1% | -3.4% | +3.3% | +0.8% |
| 30D | -20.0% | -6.9% | -13.0% | -18.5% |
| 3M | -13.7% | -24.6% | +10.9% | -6.9% |
| 6M | -9.0% | -39.5% | +30.5% | +5.7% |
| YTD | -22.8% | -41.1% | +18.3% | -10.4% |
| 1Y | -25.3% | -37.9% | +12.6% | -14.7% |
| All | -25.3% | -37.3% | +12.0% | -14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling