+320.3%
COP vs CLF
+104.8%
+215.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | -11.5% | -19.6% | +8.0% | -7.2% |
| 30D | +5.0% | -5.0% | +9.9% | +5.3% |
| 3M | +17.5% | -6.3% | +23.8% | +17.5% |
| 6M | +16.2% | +2.8% | +13.5% | +11.4% |
| YTD | +48.8% | -13.7% | +62.5% | +45.5% |
| 1Y | +64.1% | +13.6% | +50.5% | +48.8% |
| 3Y | +25.7% | -34.0% | +59.7% | +19.5% |
| 5Y | +114.4% | -48.7% | +163.1% | +105.3% |
| All | +320.3% | +104.8% | +215.5% | +129.9% |
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