0.0%
CCL vs COPX
+118.6%
-118.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | +1.0% |
| 7D | -1.2% | -2.8% | +1.7% | +0.3% |
| 30D | +13.1% | -14.3% | +27.5% | +22.7% |
| 3M | +3.4% | -19.0% | +22.4% | +14.6% |
| 6M | +18.7% | -24.4% | +43.1% | +34.5% |
| YTD | -2.3% | -3.2% | +1.0% | -5.0% |
| 1Y | +14.2% | +15.2% | -1.0% | +0.7% |
| 3Y | +133.6% | +127.6% | +5.9% | +34.2% |
| 5Y | +33.5% | +106.0% | -72.5% | -18.8% |
| 10Y | -32.8% | +313.7% | -346.5% | -72.5% |
| All | 0.0% | +118.6% | -118.5% | -51.9% |
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