+606.1%
COST vs CCL
-41.3%
+647.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -1.0% | +0.2% |
| 7D | -1.2% | -3.2% | +2.0% | -1.0% |
| 30D | -4.7% | -17.8% | +13.1% | -3.5% |
| 3M | -7.1% | -18.7% | +11.6% | -5.9% |
| 6M | -8.5% | -11.4% | +2.9% | -8.2% |
| YTD | +5.4% | -24.3% | +29.7% | +6.8% |
| 1Y | -5.6% | -28.8% | +23.2% | -4.2% |
| 3Y | +68.5% | +49.3% | +19.2% | +60.2% |
| 5Y | +105.2% | +1.6% | +103.6% | +93.2% |
| All | +606.1% | -41.3% | +647.3% | +646.1% |
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