+11.8%
CCL vs COPX
+22.8%
-11.0%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.8% | +0.3% | -3.1% |
| 7D | +2.6% | -7.5% | +10.1% | +5.9% |
| 30D | +11.3% | -18.6% | +29.9% | +20.8% |
| 3M | +0.3% | -19.0% | +19.3% | +8.3% |
| 6M | +16.1% | -9.9% | +26.0% | +17.2% |
| YTD | -1.6% | -1.8% | +0.3% | -5.3% |
| 1Y | +11.8% | +21.6% | -9.9% | -1.6% |
| All | +11.8% | +22.8% | -11.0% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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