-4.4%
CLX vs COPX
+583.8%
-588.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -5.7% | -2.3% | -3.3% | -5.6% |
| 30D | -17.0% | +0.3% | -17.3% | -17.0% |
| 3M | -9.7% | +6.8% | -16.5% | -10.0% |
| 6M | -19.8% | +7.9% | -27.8% | -20.3% |
| YTD | -9.8% | +23.7% | -33.6% | -10.8% |
| 1Y | -26.2% | +71.5% | -97.7% | -27.7% |
| 3Y | -36.2% | +149.1% | -185.3% | -38.6% |
| 5Y | -38.3% | +167.3% | -205.7% | -41.1% |
| All | -4.4% | +583.8% | -588.2% | -21.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling