+68.1%
COST vs CCL
+48.2%
+19.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.7% |
| 7D | -2.8% | -4.4% | +1.6% | -2.4% |
| 30D | -5.3% | -18.2% | +12.9% | -3.8% |
| 3M | -6.7% | -17.7% | +11.0% | -5.4% |
| 6M | -9.9% | -13.0% | +3.1% | -9.5% |
| YTD | +5.1% | -24.5% | +29.6% | +6.9% |
| 1Y | -7.3% | -26.9% | +19.7% | -5.5% |
| All | +68.1% | +48.2% | +19.8% | +53.8% |
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