+120.7%
ROST vs CCI
-36.8%
+157.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -1.8% | -3.4% | +1.6% | -1.1% |
| 30D | +6.8% | +9.9% | -3.1% | +4.8% |
| 3M | -4.0% | +22.7% | -26.7% | -8.1% |
| 6M | +12.9% | +0.8% | +12.1% | +12.5% |
| YTD | +34.7% | +4.1% | +30.6% | +32.7% |
| 1Y | +49.5% | -0.6% | +50.1% | +48.9% |
| 3Y | +101.5% | +9.4% | +92.0% | +88.8% |
| 5Y | +120.7% | -36.8% | +157.5% | +136.2% |
| All | +120.7% | -36.8% | +157.5% | +136.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling