+8.7%
CL vs COPX
+84.7%
-75.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.8% | -1.5% |
| 7D | -2.2% | -4.0% | +1.8% | -2.3% |
| 30D | -4.8% | +4.5% | -9.4% | -4.7% |
| 3M | +4.9% | +0.8% | +4.1% | +5.6% |
| 6M | -5.7% | +3.2% | -8.9% | -6.1% |
| YTD | +14.4% | +26.7% | -12.3% | +16.2% |
| 1Y | +8.7% | +85.7% | -76.9% | +6.6% |
| All | +8.7% | +84.7% | -75.9% | +6.6% |
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