+55.4%
CCL vs COO
-23.4%
+78.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.8% |
| 7D | -5.0% | -2.2% | -2.8% | -4.0% |
| 30D | -20.3% | -7.0% | -13.3% | -17.7% |
| 3M | -15.1% | +12.2% | -27.3% | -20.1% |
| 6M | -15.1% | -15.1% | 0.0% | -8.7% |
| YTD | -21.8% | -15.1% | -6.7% | -15.9% |
| 1Y | -24.8% | +2.3% | -27.1% | -25.4% |
| All | +55.4% | -23.4% | +78.8% | +50.1% |
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