-78.7%
CLF vs COPX
+186.2%
-264.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.4% | +2.4% |
| 7D | +7.6% | -4.0% | +11.6% | +11.8% |
| 30D | -1.2% | +4.5% | -5.7% | -6.0% |
| 3M | -13.4% | +0.8% | -14.2% | -16.2% |
| 6M | +15.4% | +3.2% | +12.2% | +6.4% |
| YTD | -5.9% | +26.7% | -32.6% | -32.4% |
| 1Y | +18.8% | +85.7% | -66.9% | -41.8% |
| 3Y | -19.4% | +151.2% | -170.6% | -73.3% |
| 5Y | -47.7% | +170.0% | -217.7% | -84.3% |
| 10Y | +130.4% | +572.9% | -442.5% | -74.1% |
| All | -78.7% | +186.2% | -264.9% | -94.4% |
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