+0.4%
CCL vs COPX
+124.2%
-123.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.3% | -1.1% | -2.6% |
| 7D | -0.3% | +1.1% | -1.5% | -0.9% |
| 30D | +10.3% | -15.9% | +26.2% | +20.8% |
| 3M | +6.6% | -19.6% | +26.2% | +18.5% |
| 6M | +20.0% | -21.5% | +41.5% | +33.3% |
| YTD | -1.9% | -0.8% | -1.1% | -5.9% |
| 1Y | +10.4% | +15.2% | -4.7% | -2.6% |
| 3Y | +134.8% | +134.7% | +0.1% | +32.7% |
| 5Y | +34.0% | +111.3% | -77.3% | -19.6% |
| 10Y | -32.5% | +324.3% | -356.9% | -72.7% |
| All | +0.4% | +124.2% | -123.8% | -52.3% |
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