+341.0%
COP vs CL
+50.0%
+291.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.7% |
| 7D | +3.0% | -2.2% | +5.2% | +3.6% |
| 30D | +17.5% | -4.8% | +22.3% | +18.9% |
| 3M | +13.4% | +4.9% | +8.4% | +11.6% |
| 6M | +17.7% | -5.7% | +23.5% | +19.0% |
| YTD | +46.6% | +14.4% | +32.2% | +39.7% |
| 1Y | +44.6% | +8.7% | +35.9% | +39.7% |
| 3Y | +20.7% | +30.0% | -9.3% | +6.7% |
| 5Y | +185.0% | +28.4% | +156.7% | +148.5% |
| All | +341.0% | +50.0% | +291.0% | +261.6% |
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