+329.9%
COP vs CCL
-32.2%
+362.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.4% | +6.0% | +2.6% |
| 7D | +3.4% | -0.3% | +3.7% | +3.4% |
| 30D | -0.6% | +10.3% | -10.9% | -3.3% |
| 3M | +10.8% | +6.6% | +4.2% | +8.1% |
| 6M | +19.6% | +20.0% | -0.4% | +12.0% |
| YTD | +52.9% | -1.9% | +54.8% | +47.0% |
| 1Y | +62.2% | +10.4% | +51.8% | +50.5% |
| 3Y | +32.4% | +134.8% | -102.5% | -4.8% |
| 5Y | +129.7% | +34.0% | +95.7% | +74.0% |
| All | +329.9% | -32.2% | +362.1% | +284.1% |
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