-14.2%
CLF vs COPX
+168.3%
-182.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.9% | -2.6% | -2.3% |
| 7D | -2.7% | +6.0% | -8.6% | -6.5% |
| 30D | -3.2% | +6.4% | -9.6% | -7.6% |
| 3M | -5.0% | +19.3% | -24.2% | -16.4% |
| 6M | +26.6% | +16.2% | +10.4% | +12.3% |
| YTD | -9.0% | +33.2% | -42.1% | -29.5% |
| 1Y | +11.8% | +90.2% | -78.4% | -32.9% |
| All | -14.2% | +168.3% | -182.5% | -59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling