-47.0%
CLF vs COPX
+186.1%
-233.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.1% | -5.8% | -4.9% |
| 7D | +6.5% | +5.8% | +0.7% | +1.8% |
| 30D | +0.2% | +7.2% | -7.0% | -5.6% |
| 3M | -3.1% | +16.5% | -19.6% | -15.2% |
| 6M | +25.0% | +18.4% | +6.6% | +6.2% |
| YTD | -7.5% | +31.9% | -39.4% | -30.9% |
| 1Y | +11.5% | +88.5% | -77.0% | -38.1% |
| 3Y | -13.7% | +173.1% | -186.8% | -67.2% |
| 5Y | -47.0% | +193.1% | -240.1% | -81.3% |
| All | -47.0% | +186.1% | -233.1% | -81.3% |
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 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