-41.7%
CCL vs COO
+36.7%
-78.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -6.2% | +4.1% | +2.4% |
| 7D | -4.4% | -9.0% | +4.6% | +2.2% |
| 30D | -18.2% | -16.8% | -1.4% | -6.7% |
| 3M | -17.7% | -7.5% | -10.2% | -13.6% |
| 6M | -13.0% | -16.3% | +3.3% | -1.7% |
| YTD | -24.5% | -22.5% | -1.9% | -9.7% |
| 1Y | -26.9% | -7.0% | -20.0% | -24.3% |
| 3Y | +50.8% | -27.5% | +78.2% | +74.8% |
| 5Y | -0.9% | -43.3% | +42.4% | +40.6% |
| 10Y | -41.7% | +37.6% | -79.2% | -44.9% |
| All | -41.7% | +36.7% | -78.4% | -44.9% |
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