+340.2%
COP vs CCL
-42.2%
+382.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | -0.5% | -4.4% | +3.9% | +0.5% |
| 30D | +11.7% | -18.2% | +29.9% | +16.7% |
| 3M | +17.7% | -17.7% | +35.4% | +21.7% |
| 6M | +18.3% | -13.0% | +31.3% | +18.4% |
| YTD | +49.1% | -24.5% | +73.5% | +53.3% |
| 1Y | +53.3% | -26.9% | +80.3% | +57.9% |
| 3Y | +22.2% | +50.8% | -28.6% | -1.7% |
| 5Y | +193.3% | -0.9% | +194.2% | +140.4% |
| 10Y | +340.2% | -41.7% | +381.9% | +299.8% |
| All | +340.2% | -42.2% | +382.4% | +299.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling