-21.0%
CCL vs COPX
+198.0%
-219.0%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.1% | -5.4% | -3.5% |
| 7D | -0.1% | +5.8% | -5.9% | -3.2% |
| 30D | -20.0% | +7.2% | -27.2% | -23.3% |
| 3M | -13.7% | +16.5% | -30.2% | -21.4% |
| 6M | -9.0% | +18.4% | -27.5% | -18.7% |
| YTD | -22.8% | +31.9% | -54.7% | -36.0% |
| 1Y | -25.3% | +88.5% | -113.8% | -49.7% |
| 3Y | +54.1% | +173.1% | -119.0% | -19.0% |
| 5Y | +3.5% | +193.1% | -189.6% | -48.0% |
| 10Y | -41.0% | +591.7% | -632.7% | -80.9% |
| All | -21.0% | +198.0% | -219.0% | -67.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling