+34.1%
COP vs CCL
+136.4%
-102.3%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.6% |
| 7D | +4.4% | -1.2% | +5.6% | +4.4% |
| 30D | 0.0% | +13.1% | -13.2% | -0.1% |
| 3M | +15.0% | +3.4% | +11.7% | +15.3% |
| 6M | +22.0% | +18.7% | +3.3% | +21.3% |
| YTD | +55.3% | -2.3% | +57.6% | +56.0% |
| 1Y | +64.1% | +14.2% | +49.9% | +60.8% |
| 3Y | +34.1% | +133.6% | -99.5% | +28.9% |
| All | +34.1% | +136.4% | -102.3% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling