+186.4%
COP vs CLF
-47.7%
+234.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | +3.0% | +7.6% | -4.6% | +1.8% |
| 30D | +17.5% | -1.2% | +18.7% | +17.5% |
| 3M | +13.4% | -13.4% | +26.7% | +14.9% |
| 6M | +17.7% | +15.4% | +2.3% | +12.5% |
| YTD | +46.6% | -5.9% | +52.5% | +44.2% |
| 1Y | +44.6% | +18.8% | +25.8% | +32.7% |
| 3Y | +20.7% | -19.4% | +40.1% | +12.9% |
| All | +186.4% | -47.7% | +234.1% | +191.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling