+242.3%
CL vs COPX
+131.8%
+110.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.8% | -0.2% |
| 7D | -0.8% | -1.5% | +0.8% | -0.6% |
| 30D | +9.5% | -14.0% | +23.5% | +11.3% |
| 3M | +6.8% | -17.1% | +23.9% | +8.8% |
| 6M | +14.3% | -15.9% | +30.2% | +15.6% |
| YTD | +26.3% | +2.6% | +23.7% | +23.6% |
| 1Y | +25.6% | +21.6% | +4.0% | +20.1% |
| 3Y | +38.5% | +142.7% | -104.2% | +17.8% |
| 5Y | +40.7% | +122.2% | -81.5% | +19.1% |
| 10Y | +83.1% | +338.8% | -255.7% | +28.7% |
| All | +242.3% | +131.8% | +110.5% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling