+11,087.0%
ROST vs CCI
+1,106.5%
+9,980.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.7% | -2.4% | -1.8% |
| 7D | +0.9% | -1.4% | +2.2% | +1.1% |
| 30D | +5.1% | +12.7% | -7.6% | +2.9% |
| 3M | -4.3% | +23.0% | -27.3% | -7.9% |
| 6M | +9.4% | +0.6% | +8.8% | +8.6% |
| YTD | +32.5% | +4.9% | +27.6% | +30.1% |
| 1Y | +46.9% | +0.7% | +46.2% | +45.2% |
| 3Y | +98.1% | +10.2% | +87.9% | +90.7% |
| 5Y | +116.9% | -36.4% | +153.4% | +128.2% |
| 10Y | +310.9% | +66.6% | +244.3% | +269.2% |
| All | +11,087.0% | +1,106.5% | +9,980.4% | +6,231.3% |
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