-28.5%
CCL vs ROP
+189.6%
-218.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.0% | +5.2% | +4.9% |
| 7D | +3.1% | -1.6% | +4.7% | +4.4% |
| 30D | +17.5% | +29.5% | -12.0% | -3.9% |
| 3M | +6.8% | +17.5% | -10.7% | -6.8% |
| 6M | +18.7% | +38.1% | -19.3% | -10.5% |
| YTD | +3.0% | +7.0% | -4.0% | -5.6% |
| 1Y | +17.7% | +6.5% | +11.2% | +8.3% |
| 3Y | +155.6% | -5.5% | +161.1% | +159.2% |
| 5Y | +30.2% | -0.4% | +30.6% | +26.3% |
| 10Y | -28.5% | +183.6% | -212.1% | -62.2% |
| All | -28.5% | +189.6% | -218.1% | -62.2% |
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