+4.0%
CLF vs COPX
+76.0%
-72.0%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.0% | +4.8% | +2.2% |
| 7D | -3.7% | -2.9% | -0.8% | -2.2% |
| 30D | -4.7% | 0.0% | -4.7% | -5.3% |
| 3M | -4.7% | +14.8% | -19.5% | -13.8% |
| 6M | +24.0% | +7.0% | +17.0% | +17.1% |
| YTD | -10.9% | +23.8% | -34.8% | -34.1% |
| 1Y | +4.0% | +75.7% | -71.7% | -51.3% |
| All | +4.0% | +76.0% | -72.0% | -51.3% |
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 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