+1,038.6%
CCL vs ROST
+72,321.6%
-71,283.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.7% | -3.8% |
| 7D | -0.3% | +0.9% | -1.2% | -0.6% |
| 30D | +10.3% | +5.1% | +5.2% | +8.4% |
| 3M | +6.6% | -4.3% | +10.8% | +8.2% |
| 6M | +20.0% | +9.4% | +10.6% | +15.6% |
| YTD | -1.9% | +32.5% | -34.4% | -11.7% |
| 1Y | +10.4% | +46.9% | -36.4% | -4.3% |
| 3Y | +134.8% | +98.1% | +36.7% | +82.0% |
| 5Y | +34.0% | +116.9% | -82.9% | +1.2% |
| 10Y | -32.5% | +310.9% | -343.4% | -55.2% |
| All | +1,038.6% | +72,321.6% | -71,283.0% | +141.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling