+298.3%
COP vs CCL
-27.9%
+326.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.2% | -5.5% | -2.2% |
| 7D | -8.4% | +3.1% | -11.5% | -9.2% |
| 30D | +0.3% | +17.5% | -17.2% | -3.7% |
| 3M | +15.1% | +6.8% | +8.3% | +12.3% |
| 6M | +19.8% | +18.7% | +1.0% | +12.5% |
| YTD | +46.8% | +3.0% | +43.8% | +39.6% |
| 1Y | +59.7% | +17.7% | +42.0% | +46.1% |
| 3Y | +28.7% | +155.6% | -126.9% | -9.3% |
| 5Y | +110.7% | +30.2% | +80.5% | +62.3% |
| 10Y | +298.3% | -28.5% | +326.8% | +261.0% |
| All | +298.3% | -27.9% | +326.2% | +261.0% |
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