+17.7%
COP vs CL
-6.1%
+23.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.6% |
| 7D | +3.0% | -2.2% | +5.2% | +2.2% |
| 30D | +17.5% | -4.8% | +22.3% | +15.6% |
| 3M | +13.4% | +4.9% | +8.4% | +17.5% |
| 6M | +17.7% | -5.7% | +23.5% | +17.2% |
| All | +17.7% | -6.1% | +23.8% | +17.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling