+298.3%
COP vs CRL
+400.8%
-102.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +4.7% | -6.0% | -2.5% |
| 7D | -8.4% | +4.4% | -12.8% | -9.5% |
| 30D | +0.3% | +17.1% | -16.8% | -4.0% |
| 3M | +15.1% | +32.1% | -17.0% | +6.5% |
| 6M | +19.8% | +98.9% | -79.2% | -1.9% |
| YTD | +46.8% | +77.1% | -30.3% | +22.2% |
| 1Y | +59.7% | +110.3% | -50.5% | +26.0% |
| 3Y | +28.7% | +108.5% | -79.8% | -6.0% |
| 5Y | +110.7% | -7.9% | +118.5% | +103.5% |
| 10Y | +298.3% | +368.9% | -70.6% | +84.6% |
| All | +298.3% | +400.8% | -102.5% | +84.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling