+4,492.0%
COP vs CLF
+714.0%
+3,777.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.5% |
| 7D | +3.0% | +7.6% | -4.6% | +1.3% |
| 30D | +17.5% | -1.2% | +18.7% | +17.4% |
| 3M | +13.4% | -13.4% | +26.7% | +15.1% |
| 6M | +17.7% | +15.4% | +2.3% | +10.6% |
| YTD | +46.6% | -5.9% | +52.5% | +42.5% |
| 1Y | +44.6% | +18.8% | +25.8% | +30.4% |
| 3Y | +20.7% | -19.4% | +40.1% | +11.4% |
| 5Y | +185.0% | -47.7% | +232.8% | +175.9% |
| 10Y | +347.0% | +130.4% | +216.6% | +170.4% |
| All | +4,492.0% | +714.0% | +3,777.9% | +1,834.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling