+4.9%
CCL vs ROP
-11.7%
+16.5%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +2.7% |
| 7D | -5.0% | -4.4% | -0.6% | -2.0% |
| 30D | -20.3% | +3.2% | -23.6% | -22.5% |
| 3M | -15.1% | +23.1% | -38.2% | -28.7% |
| 6M | -15.1% | +13.3% | -28.4% | -24.6% |
| YTD | -21.8% | -7.9% | -13.9% | -17.0% |
| 1Y | -24.8% | -22.1% | -2.7% | -6.4% |
| 3Y | +51.9% | -16.8% | +68.7% | +74.8% |
| All | +4.9% | -11.7% | +16.5% | +4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling