+325.0%
COP vs CLX
+29.7%
+295.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.7% |
| 7D | +0.7% | +7.8% | -7.1% | +1.1% |
| 30D | +0.2% | +28.5% | -28.3% | +1.5% |
| 3M | +10.2% | +1.3% | +8.9% | +10.5% |
| 6M | +20.1% | +23.4% | -3.3% | +21.4% |
| YTD | +50.5% | +11.4% | +39.2% | +51.9% |
| 1Y | +56.8% | +6.9% | +49.9% | +58.1% |
| 3Y | +30.3% | -9.8% | +40.1% | +31.3% |
| 5Y | +126.8% | -22.7% | +149.5% | +127.0% |
| 10Y | +325.0% | +28.7% | +296.2% | +323.2% |
| All | +325.0% | +29.7% | +295.3% | +323.2% |
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