+60.7%
COP vs CRL
+85.3%
-24.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -7.3% | +2.1% | -5.7% |
| 7D | -8.1% | -12.8% | +4.6% | -9.2% |
| 30D | +6.7% | +5.0% | +1.7% | +7.6% |
| 3M | +16.9% | +39.4% | -22.5% | +22.2% |
| 6M | +11.2% | +89.4% | -78.2% | +20.2% |
| YTD | +49.5% | +63.6% | -14.1% | +60.7% |
| 1Y | +60.7% | +83.5% | -22.8% | +69.2% |
| All | +60.7% | +85.3% | -24.7% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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