+301.5%
ROST vs CCI
+67.9%
+233.5%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.7% |
| 7D | +0.3% | +2.5% | -2.3% | -0.5% |
| 30D | +0.5% | +14.4% | -13.9% | -3.6% |
| 3M | -5.2% | +21.7% | -26.9% | -11.1% |
| 6M | +9.8% | +4.0% | +5.8% | +7.6% |
| YTD | +29.4% | +6.2% | +23.2% | +25.1% |
| 1Y | +44.4% | +5.4% | +38.9% | +39.8% |
| 3Y | +95.0% | +11.7% | +83.3% | +78.8% |
| 5Y | +111.9% | -35.6% | +147.5% | +138.0% |
| All | +301.5% | +67.9% | +233.5% | +265.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 CCI 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