+4,492.0%
COP vs CLX
+2,386.6%
+2,105.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.9% |
| 7D | +3.0% | -9.2% | +12.2% | +4.4% |
| 30D | +17.5% | -11.0% | +28.5% | +19.5% |
| 3M | +13.4% | +5.0% | +8.3% | +12.1% |
| 6M | +17.7% | -18.8% | +36.6% | +20.6% |
| YTD | +46.6% | -4.4% | +51.0% | +46.3% |
| 1Y | +44.6% | -21.9% | +66.5% | +48.9% |
| 3Y | +20.7% | -32.8% | +53.5% | +26.3% |
| 5Y | +185.0% | -34.6% | +219.6% | +194.9% |
| 10Y | +347.0% | -4.7% | +351.7% | +309.0% |
| All | +4,492.0% | +2,386.6% | +2,105.4% | +2,344.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling