-43.4%
CCL vs ROST
+308.3%
-351.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -4.3% | -2.5% | -1.8% | -2.2% |
| 30D | -19.0% | -10.3% | -8.7% | -11.3% |
| 3M | -13.1% | -2.6% | -10.5% | -11.7% |
| 6M | -13.3% | +6.5% | -19.8% | -18.6% |
| YTD | -25.2% | +25.9% | -51.2% | -39.7% |
| 1Y | -27.2% | +52.3% | -79.5% | -50.5% |
| 3Y | +49.2% | +94.6% | -45.3% | -20.7% |
| 5Y | +0.4% | +111.1% | -110.7% | -52.1% |
| All | -43.4% | +308.3% | -351.7% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 ROST 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