-77.7%
CLF vs COPX
+124.2%
-201.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.7% | +2.7% |
| 7D | +16.0% | +1.1% | +14.9% | +14.4% |
| 30D | +1.6% | -15.9% | +17.5% | +19.3% |
| 3M | +6.7% | -19.6% | +26.3% | +29.0% |
| 6M | +21.1% | -21.5% | +42.6% | +47.1% |
| YTD | -1.6% | -0.8% | -0.8% | -11.8% |
| 1Y | +18.5% | +15.2% | +3.3% | -9.2% |
| 3Y | -21.0% | +134.7% | -155.7% | -72.8% |
| 5Y | -41.4% | +111.3% | -152.7% | -77.9% |
| 10Y | +86.5% | +324.3% | -237.8% | -66.9% |
| All | -77.7% | +124.2% | -201.9% | -92.7% |
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 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