-28.5%
CCL vs COO
+40.7%
-69.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.5% | +1.6% | +2.4% |
| 7D | +3.1% | +4.3% | -1.2% | +0.2% |
| 30D | +17.5% | +17.6% | -0.1% | +4.7% |
| 3M | +6.8% | -13.9% | +20.7% | +16.7% |
| 6M | +18.7% | +6.6% | +12.2% | +9.6% |
| YTD | +3.0% | -22.0% | +25.0% | +20.7% |
| 1Y | +17.7% | -8.8% | +26.5% | +22.4% |
| 3Y | +155.6% | -21.5% | +177.1% | +173.7% |
| 5Y | +30.2% | -41.0% | +71.2% | +76.8% |
| 10Y | -28.5% | +40.9% | -69.4% | -32.0% |
| All | -28.5% | +40.7% | -69.2% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling