+28.1%
CL vs COPX
+186.1%
-158.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.1% | -4.5% | -0.5% |
| 7D | -1.4% | +5.8% | -7.1% | -1.4% |
| 30D | -5.2% | +7.2% | -12.4% | -5.3% |
| 3M | +3.3% | +16.5% | -13.2% | +3.1% |
| 6M | -4.4% | +18.4% | -22.8% | -4.8% |
| YTD | +13.9% | +31.9% | -18.0% | +12.9% |
| 1Y | +7.6% | +88.5% | -80.9% | +5.3% |
| 3Y | +29.6% | +173.1% | -143.5% | +23.7% |
| 5Y | +28.1% | +193.1% | -165.1% | +21.8% |
| All | +28.1% | +186.1% | -158.0% | +21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling