+807.8%
CCL vs ROL
+9,030.3%
-8,222.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -5.0% | -1.4% | -3.6% | -4.5% |
| 30D | -20.3% | -4.1% | -16.3% | -19.1% |
| 3M | -15.1% | -22.5% | +7.4% | -7.1% |
| 6M | -15.1% | -37.7% | +22.5% | +0.7% |
| YTD | -21.8% | -39.6% | +17.8% | -6.4% |
| 1Y | -24.8% | -36.0% | +11.2% | -12.1% |
| 3Y | +51.9% | -5.1% | +57.0% | +51.3% |
| 5Y | +4.0% | -3.4% | +7.4% | +1.2% |
| 10Y | -42.2% | +215.2% | -257.5% | -66.3% |
| All | +807.8% | +9,030.3% | -8,222.5% | +49.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling