+124.6%
CLF vs COPX
+583.8%
-459.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -3.5% | -2.3% | -1.2% | -1.9% |
| 30D | -1.6% | +0.3% | -1.8% | -2.9% |
| 3M | -12.0% | +6.8% | -18.9% | -19.2% |
| 6M | +30.0% | +7.9% | +22.0% | +15.7% |
| YTD | -9.2% | +23.7% | -32.9% | -32.1% |
| 1Y | +2.3% | +71.5% | -69.2% | -43.8% |
| 3Y | -14.4% | +149.1% | -163.5% | -69.6% |
| 5Y | -48.3% | +167.3% | -215.7% | -83.2% |
| All | +124.6% | +583.8% | -459.2% | -75.3% |
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