+57.3%
CL vs COPX
+606.7%
-549.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.4% | -0.5% |
| 7D | -2.3% | +6.0% | -8.3% | -2.8% |
| 30D | -5.5% | +6.4% | -11.9% | -6.0% |
| 3M | +0.8% | +19.3% | -18.4% | -1.0% |
| 6M | -4.2% | +16.2% | -20.4% | -6.1% |
| YTD | +13.4% | +33.2% | -19.7% | +9.3% |
| 1Y | +7.1% | +90.2% | -83.2% | -0.9% |
| 3Y | +29.0% | +175.7% | -146.6% | +12.6% |
| 5Y | +28.3% | +193.1% | -164.8% | +9.0% |
| 10Y | +57.3% | +619.4% | -562.1% | +3.4% |
| All | +57.3% | +606.7% | -549.4% | +3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling