+146.4%
CCL vs COO
-25.3%
+171.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.3% |
| 7D | +3.1% | +4.7% | -1.6% | +1.2% |
| 30D | +13.7% | +13.9% | -0.2% | +7.4% |
| 3M | +3.8% | -14.9% | +18.8% | +10.9% |
| 6M | +9.3% | +2.0% | +7.2% | +6.4% |
| YTD | -1.1% | -23.9% | +22.8% | +11.1% |
| 1Y | +14.6% | -9.6% | +24.2% | +19.5% |
| 3Y | +146.4% | -25.4% | +171.8% | +150.6% |
| All | +146.4% | -25.3% | +171.7% | +150.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling