+594.8%
CCL vs ROP
+29,959.8%
-29,365.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.6% |
| 7D | +3.1% | +2.1% | +1.0% | +2.4% |
| 30D | +13.7% | +32.9% | -19.2% | +2.1% |
| 3M | +3.8% | +20.3% | -16.5% | -3.6% |
| 6M | +9.3% | +36.8% | -27.5% | -4.0% |
| YTD | -1.1% | +8.1% | -9.2% | -5.7% |
| 1Y | +14.6% | +8.3% | +6.3% | +9.2% |
| 3Y | +146.4% | -3.2% | +149.6% | +146.2% |
| 5Y | +21.9% | +1.7% | +20.1% | +21.0% |
| 10Y | -29.4% | +199.2% | -228.7% | -49.4% |
| All | +594.8% | +29,959.8% | -29,365.0% | +152.3% |
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 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