+60.7%
COP vs CCL
+17.9%
+42.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +7.3% | -12.4% | -3.3% |
| 7D | -8.1% | +11.6% | -19.7% | -5.3% |
| 30D | +6.7% | +22.5% | -15.9% | +12.7% |
| 3M | +16.9% | +6.4% | +10.5% | +19.7% |
| 6M | +11.2% | +23.4% | -12.2% | +18.9% |
| YTD | +49.5% | +4.2% | +45.3% | +57.9% |
| 1Y | +60.7% | +21.9% | +38.8% | +68.7% |
| All | +60.7% | +17.9% | +42.8% | +68.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 1y: compounded portfolio wealth divided by compounded CCL 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…
1y analysis · Full analysis span regression · 6 months rolling