+25.7%
COP vs CL
+38.3%
-12.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.4% |
| 7D | -11.5% | +1.3% | -12.9% | -11.4% |
| 30D | +5.0% | +11.4% | -6.4% | +5.8% |
| 3M | +17.5% | +4.4% | +13.1% | +17.8% |
| 6M | +16.2% | +10.8% | +5.4% | +17.3% |
| YTD | +48.8% | +25.1% | +23.7% | +50.4% |
| 1Y | +64.1% | +28.0% | +36.1% | +66.2% |
| 3Y | +25.7% | +37.6% | -12.0% | +26.4% |
| All | +25.7% | +38.3% | -12.6% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling