+28.1%
COP vs CLX
-9.6%
+37.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.9% |
| 7D | -6.1% | +13.6% | -19.7% | -5.6% |
| 30D | +1.1% | +29.1% | -27.9% | +1.9% |
| 3M | +10.9% | +1.6% | +9.4% | +11.6% |
| 6M | +20.8% | +18.7% | +2.0% | +21.2% |
| YTD | +48.0% | +11.1% | +36.9% | +48.9% |
| 1Y | +58.5% | +7.0% | +51.5% | +60.0% |
| 3Y | +28.1% | -10.0% | +38.1% | +34.9% |
| All | +28.1% | -9.6% | +37.7% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling