+52.3%
ROST vs CCI
-17.7%
+70.0%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.3% |
| 7D | -2.5% | -4.4% | +1.9% | -2.0% |
| 30D | -10.3% | +0.3% | -10.6% | -10.3% |
| 3M | -2.6% | -20.0% | +17.4% | -0.7% |
| 6M | +6.5% | -14.5% | +21.1% | +8.2% |
| YTD | +25.9% | -14.9% | +40.8% | +27.9% |
| 1Y | +52.3% | -17.7% | +70.0% | +52.8% |
| All | +52.3% | -17.7% | +70.0% | +52.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling