+11.9%
COST vs CCL
+17.9%
-6.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +7.3% | -4.6% | +2.6% |
| 7D | +6.6% | +11.6% | -5.0% | +6.6% |
| 30D | +13.5% | +22.5% | -9.1% | +13.4% |
| 3M | +10.6% | +6.4% | +4.2% | +10.1% |
| 6M | +3.6% | +23.4% | -19.8% | +3.7% |
| YTD | +22.1% | +4.2% | +17.9% | +22.0% |
| 1Y | +11.9% | +21.9% | -10.0% | +11.0% |
| All | +11.9% | +17.9% | -6.0% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling