-41.0%
CCL vs ROP
+134.1%
-175.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.5% | +0.9% |
| 7D | -0.1% | -5.4% | +5.3% | +4.0% |
| 30D | -20.0% | -1.6% | -18.3% | -19.3% |
| 3M | -13.7% | +18.8% | -32.5% | -25.9% |
| 6M | -9.0% | +8.2% | -17.2% | -16.9% |
| YTD | -22.8% | -10.5% | -12.3% | -18.3% |
| 1Y | -25.3% | -23.7% | -1.6% | -9.5% |
| 3Y | +54.1% | -17.9% | +71.9% | +74.9% |
| 5Y | +3.5% | -15.3% | +18.8% | +14.1% |
| 10Y | -41.0% | +133.4% | -174.4% | -64.1% |
| All | -41.0% | +134.1% | -175.2% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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