+336.7%
COP vs CL
+88.0%
+248.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.8% | -0.2% | +1.2% |
| 7D | +4.4% | +3.2% | +1.2% | +3.6% |
| 30D | 0.0% | +8.0% | -8.1% | -2.1% |
| 3M | +15.0% | +7.9% | +7.2% | +12.6% |
| 6M | +22.0% | +14.7% | +7.3% | +17.3% |
| YTD | +55.3% | +29.2% | +26.2% | +43.5% |
| 1Y | +64.1% | +29.5% | +34.6% | +51.4% |
| 3Y | +34.1% | +40.7% | -6.6% | +16.8% |
| 5Y | +133.4% | +43.9% | +89.5% | +97.9% |
| All | +336.7% | +88.0% | +248.7% | +241.9% |
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