+4,533.0%
COP vs CL
+5,456.9%
-923.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -9.7% | +5.9% | -15.6% | -11.1% |
| 30D | +4.7% | +13.8% | -9.0% | +1.1% |
| 3M | +18.5% | +6.4% | +12.1% | +16.3% |
| 6M | +11.4% | +15.6% | -4.2% | +6.7% |
| YTD | +47.9% | +27.9% | +20.0% | +37.2% |
| 1Y | +59.3% | +31.4% | +27.9% | +46.6% |
| 3Y | +23.6% | +41.4% | -17.8% | +9.8% |
| 5Y | +113.1% | +42.8% | +70.3% | +86.9% |
| 10Y | +329.1% | +79.7% | +249.4% | +249.9% |
| All | +4,533.0% | +5,456.9% | -923.9% | +1,826.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling