+320.3%
COP vs CL
+74.1%
+246.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +1.1% |
| 7D | -11.5% | +1.3% | -12.9% | -11.9% |
| 30D | +5.0% | +11.4% | -6.4% | +2.0% |
| 3M | +17.5% | +4.4% | +13.1% | +15.9% |
| 6M | +16.2% | +10.8% | +5.4% | +12.7% |
| YTD | +48.8% | +25.1% | +23.7% | +38.5% |
| 1Y | +64.1% | +28.0% | +36.1% | +51.7% |
| 3Y | +25.7% | +37.6% | -12.0% | +10.0% |
| 5Y | +114.4% | +39.7% | +74.7% | +83.1% |
| All | +320.3% | +74.1% | +246.2% | +223.5% |
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