+47.5%
CCL vs COPX
+149.6%
-102.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -7.0% | +6.0% | +2.0% |
| 7D | -4.3% | -2.9% | -1.4% | -3.3% |
| 30D | -19.0% | 0.0% | -19.0% | -19.4% |
| 3M | -13.1% | +14.8% | -27.9% | -19.0% |
| 6M | -13.3% | +7.0% | -20.3% | -17.6% |
| YTD | -25.2% | +23.8% | -49.1% | -34.2% |
| 1Y | -27.2% | +75.7% | -102.9% | -45.8% |
| All | +47.5% | +149.6% | -102.1% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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