+62.2%
COP vs CLX
+7.9%
+54.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.8% |
| 7D | +3.4% | +8.5% | -5.1% | +4.8% |
| 30D | -0.6% | +30.0% | -30.6% | +3.4% |
| 3M | +10.8% | +3.8% | +7.0% | +12.2% |
| 6M | +19.6% | +24.6% | -5.0% | +23.5% |
| YTD | +52.9% | +12.8% | +40.2% | +50.6% |
| 1Y | +62.2% | +8.6% | +53.6% | +60.9% |
| All | +62.2% | +7.9% | +54.3% | +60.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling