+449.5%
CCL vs ROP
+25,523.2%
-25,073.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.6% | +3.7% | +1.4% |
| 7D | -5.0% | -4.4% | -0.6% | -3.5% |
| 30D | -20.3% | +3.2% | -23.6% | -21.4% |
| 3M | -15.1% | +23.1% | -38.2% | -21.9% |
| 6M | -15.1% | +13.3% | -28.4% | -19.9% |
| YTD | -21.8% | -7.9% | -13.9% | -20.6% |
| 1Y | -24.8% | -22.1% | -2.7% | -18.7% |
| 3Y | +51.9% | -16.8% | +68.7% | +61.3% |
| 5Y | +4.0% | -13.5% | +17.6% | +10.0% |
| 10Y | -42.2% | +137.7% | -179.9% | -54.9% |
| All | +449.5% | +25,523.2% | -25,073.8% | +112.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling