+191.7%
COP vs CCL
0.0%
+191.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | +15.6% | -20.0% | +35.6% | +17.6% |
| 3M | +14.3% | -13.7% | +28.0% | +15.2% |
| 6M | +17.0% | -9.0% | +26.0% | +16.3% |
| YTD | +47.4% | -22.8% | +70.3% | +49.0% |
| 1Y | +52.4% | -25.3% | +77.7% | +54.2% |
| 3Y | +20.8% | +54.1% | -33.3% | +9.2% |
| 5Y | +191.7% | +3.5% | +188.2% | +169.9% |
| All | +191.7% | 0.0% | +191.7% | +169.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling