+340.2%
COP vs CLX
-3.8%
+344.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.0% |
| 7D | -0.5% | -4.9% | +4.4% | -0.7% |
| 30D | +11.7% | -15.8% | +27.5% | +11.0% |
| 3M | +17.7% | -7.9% | +25.6% | +17.4% |
| 6M | +18.3% | -19.0% | +37.4% | +17.9% |
| YTD | +49.1% | -7.9% | +57.0% | +49.0% |
| 1Y | +53.3% | -25.4% | +78.7% | +52.4% |
| 3Y | +22.2% | -35.0% | +57.2% | +20.9% |
| 5Y | +193.3% | -36.8% | +230.1% | +190.6% |
| 10Y | +340.2% | -1.4% | +341.7% | +310.0% |
| All | +340.2% | -3.8% | +344.1% | +310.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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