+56.8%
COP vs CL
+27.4%
+29.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.7% | -0.8% | +1.4% | +0.6% |
| 30D | +0.2% | +9.5% | -9.3% | +1.2% |
| 3M | +10.2% | +6.8% | +3.4% | +10.9% |
| 6M | +20.1% | +14.3% | +5.8% | +22.3% |
| YTD | +50.5% | +27.0% | +23.5% | +45.0% |
| 1Y | +56.8% | +26.3% | +30.5% | +51.8% |
| All | +56.8% | +27.4% | +29.4% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling