+126.8%
COP vs CL
+40.0%
+86.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.7% | -0.8% | +1.4% | +0.7% |
| 30D | +0.2% | +9.5% | -9.3% | +0.2% |
| 3M | +10.2% | +6.8% | +3.4% | +10.2% |
| 6M | +20.1% | +14.3% | +5.8% | +20.1% |
| YTD | +50.5% | +26.3% | +24.2% | +49.4% |
| 1Y | +56.8% | +25.6% | +31.2% | +55.7% |
| 3Y | +30.3% | +38.5% | -8.2% | +26.0% |
| 5Y | +126.8% | +40.7% | +86.1% | +111.3% |
| All | +126.8% | +40.0% | +86.8% | +111.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling