+10,757.1%
ROST vs CCI
+905.5%
+9,851.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.4% | -0.1% |
| 7D | +0.9% | -0.4% | +1.3% | +1.0% |
| 30D | -8.9% | +2.7% | -11.6% | -9.3% |
| 3M | -0.8% | -18.2% | +17.4% | +2.4% |
| 6M | +8.5% | -14.8% | +23.3% | +11.0% |
| YTD | +28.6% | -12.6% | +41.2% | +30.8% |
| 1Y | +52.3% | -16.7% | +69.1% | +56.0% |
| 3Y | +94.8% | -10.5% | +105.4% | +94.9% |
| 5Y | +110.8% | -51.4% | +162.2% | +132.8% |
| 10Y | +304.5% | +20.0% | +284.5% | +284.6% |
| All | +10,757.1% | +905.5% | +9,851.7% | +6,262.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling