+1,047.9%
CCL vs ROL
+9,562.4%
-8,514.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.3% |
| 7D | +3.1% | +9.5% | -6.4% | -0.4% |
| 30D | +13.7% | +22.9% | -9.2% | +5.0% |
| 3M | +3.8% | +3.5% | +0.3% | +2.0% |
| 6M | +9.3% | -29.4% | +38.7% | +23.1% |
| YTD | -1.1% | -36.1% | +35.0% | +15.4% |
| 1Y | +14.6% | -34.4% | +48.9% | +32.4% |
| 3Y | +146.4% | +4.0% | +142.4% | +136.7% |
| 5Y | +21.9% | +13.2% | +8.6% | +12.2% |
| 10Y | -29.4% | +219.7% | -249.1% | -59.2% |
| All | +1,047.9% | +9,562.4% | -8,514.5% | +84.4% |
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