+298.3%
COP vs CL
+76.2%
+222.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.8% | -1.7% |
| 7D | -8.4% | +0.5% | -8.9% | -8.6% |
| 30D | +0.3% | +11.6% | -11.3% | -2.6% |
| 3M | +15.1% | +5.6% | +9.5% | +13.3% |
| 6M | +19.8% | +13.2% | +6.6% | +15.5% |
| YTD | +46.8% | +26.9% | +19.9% | +36.1% |
| 1Y | +59.7% | +27.3% | +32.4% | +47.9% |
| 3Y | +28.7% | +39.7% | -11.0% | +12.1% |
| 5Y | +110.7% | +41.3% | +69.4% | +79.4% |
| 10Y | +298.3% | +76.3% | +222.0% | +204.2% |
| All | +298.3% | +76.2% | +222.1% | +204.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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