+26.3%
CL vs COPX
+20.9%
+5.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -0.8% | -1.5% | +0.8% | -0.8% |
| 30D | +9.5% | -14.0% | +23.5% | +9.1% |
| 3M | +6.8% | -17.1% | +23.9% | +6.3% |
| 6M | +14.3% | -15.9% | +30.2% | +14.4% |
| YTD | +27.0% | +2.6% | +24.4% | +26.4% |
| 1Y | +26.3% | +21.6% | +4.7% | +27.0% |
| All | +26.3% | +20.9% | +5.4% | +27.0% |
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