+298.3%
COP vs CLF
+92.7%
+205.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.0% | -8.3% | -2.9% |
| 7D | -8.4% | -14.1% | +5.7% | -5.5% |
| 30D | +0.3% | -5.5% | +5.8% | +0.7% |
| 3M | +15.1% | 0.0% | +15.1% | +13.4% |
| 6M | +19.8% | +11.3% | +8.5% | +12.6% |
| YTD | +46.8% | -7.7% | +54.5% | +41.3% |
| 1Y | +59.7% | +17.5% | +42.2% | +43.8% |
| 3Y | +28.7% | -25.4% | +54.1% | +18.6% |
| 5Y | +110.7% | -46.0% | +156.7% | +99.5% |
| 10Y | +298.3% | +80.1% | +218.2% | +118.2% |
| All | +298.3% | +92.7% | +205.6% | +118.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 10y: compounded portfolio wealth divided by compounded CLF 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…
10y analysis · Full analysis span regression · 6 months rolling