+807.8%
CCL vs ROST
+70,186.3%
-69,378.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.6% | +0.3% |
| 7D | -5.0% | +0.9% | -6.0% | -5.4% |
| 30D | -20.3% | -8.9% | -11.4% | -17.6% |
| 3M | -15.1% | -0.8% | -14.3% | -15.0% |
| 6M | -15.1% | +8.5% | -23.6% | -17.6% |
| YTD | -21.8% | +28.6% | -50.4% | -28.8% |
| 1Y | -24.8% | +52.3% | -77.1% | -35.7% |
| 3Y | +51.9% | +94.8% | -43.0% | +18.6% |
| 5Y | +4.0% | +110.8% | -106.7% | -20.6% |
| 10Y | -42.2% | +304.5% | -346.8% | -61.3% |
| All | +807.8% | +70,186.3% | -69,378.5% | +94.5% |
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 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