+1,093.0%
CCL vs ROST
+72,843.6%
-71,750.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.5% |
| 7D | +5.8% | +3.2% | +2.6% | +4.7% |
| 30D | +17.3% | +7.4% | +9.8% | +14.3% |
| 3M | +11.3% | -6.1% | +17.4% | +13.8% |
| 6M | +18.5% | +6.2% | +12.2% | +15.3% |
| YTD | +2.8% | +33.4% | -30.7% | -7.8% |
| 1Y | +16.7% | +48.8% | -32.1% | +0.7% |
| 3Y | +146.0% | +99.5% | +46.5% | +90.2% |
| 5Y | +33.6% | +112.7% | -79.0% | +1.6% |
| 10Y | -29.4% | +316.4% | -345.9% | -53.3% |
| All | +1,093.0% | +72,843.6% | -71,750.6% | +152.0% |
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