+1,284.2%
CLS vs COPX
+168.3%
+1,115.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.5% |
| 7D | +20.1% | +6.0% | +14.1% | +15.7% |
| 30D | +6.0% | +6.4% | -0.4% | +1.6% |
| 3M | -10.3% | +19.3% | -29.6% | -20.6% |
| 6M | +24.5% | +16.2% | +8.3% | +12.2% |
| YTD | +12.9% | +33.2% | -20.3% | -7.8% |
| 1Y | +36.7% | +90.2% | -53.6% | -10.0% |
| All | +1,284.2% | +168.3% | +1,115.9% | +629.6% |
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