+4,492.0%
COP vs CCL
+813.5%
+3,678.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +3.0% | -5.0% | +8.0% | +4.1% |
| 30D | +17.5% | -20.3% | +37.8% | +22.9% |
| 3M | +13.4% | -15.1% | +28.5% | +16.1% |
| 6M | +17.7% | -15.1% | +32.8% | +18.6% |
| YTD | +46.6% | -21.8% | +68.4% | +49.4% |
| 1Y | +44.6% | -24.8% | +69.4% | +47.7% |
| 3Y | +20.7% | +51.9% | -31.2% | +0.8% |
| 5Y | +185.0% | +4.0% | +181.0% | +137.0% |
| 10Y | +347.0% | -42.2% | +389.2% | +269.6% |
| All | +4,492.0% | +813.5% | +3,678.5% | +2,548.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling