+191.7%
COP vs CLX
-35.2%
+226.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.1% | +0.6% |
| 7D | -0.8% | -3.5% | +2.7% | -0.9% |
| 30D | +15.6% | -11.9% | +27.5% | +15.3% |
| 3M | +14.3% | -2.6% | +17.0% | +14.3% |
| 6M | +17.0% | -18.2% | +35.1% | +17.5% |
| YTD | +47.4% | -5.9% | +53.3% | +47.5% |
| 1Y | +52.4% | -23.8% | +76.2% | +53.0% |
| 3Y | +20.8% | -33.6% | +54.4% | +21.1% |
| 5Y | +191.7% | -35.7% | +227.4% | +195.6% |
| All | +191.7% | -35.2% | +226.8% | +195.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling