+97.9%
ROST vs CCI
-10.9%
+108.7%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | +0.2% | +0.2% | +0.1% | +0.2% |
| 30D | -10.0% | +0.5% | -10.5% | -10.0% |
| 3M | +1.2% | -16.3% | +17.5% | +2.8% |
| 6M | +8.9% | -13.9% | +22.9% | +10.3% |
| YTD | +28.1% | -12.4% | +40.5% | +29.3% |
| 1Y | +53.0% | -15.2% | +68.1% | +54.8% |
| 3Y | +97.9% | -9.9% | +107.7% | +97.9% |
| All | +97.9% | -10.9% | +108.7% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling