+104.8%
COST vs CCL
-1.4%
+106.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.6% |
| 7D | -2.8% | -4.4% | +1.6% | -2.3% |
| 30D | -5.3% | -18.2% | +12.9% | -3.3% |
| 3M | -6.7% | -17.7% | +11.0% | -5.0% |
| 6M | -9.9% | -13.0% | +3.1% | -9.3% |
| YTD | +5.1% | -24.5% | +29.6% | +7.3% |
| 1Y | -7.3% | -26.9% | +19.7% | -5.3% |
| 3Y | +70.4% | +50.8% | +19.6% | +55.1% |
| All | +104.8% | -1.4% | +106.2% | +83.7% |
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