-26.9%
CCL vs ROST
+51.1%
-78.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.1% |
| 7D | -4.4% | -2.2% | -2.2% | -3.1% |
| 30D | -18.2% | -11.4% | -6.8% | -12.3% |
| 3M | -17.7% | -1.6% | -16.1% | -16.9% |
| 6M | -13.0% | +6.8% | -19.8% | -16.5% |
| YTD | -24.5% | +25.8% | -50.3% | -33.1% |
| 1Y | -26.9% | +52.4% | -79.3% | -41.5% |
| All | -26.9% | +51.1% | -78.1% | -41.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling