+49.9%
COP vs CRL
+73.3%
-23.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.9% | +2.3% | +0.2% |
| 7D | +1.0% | -6.9% | +7.9% | +0.3% |
| 30D | +9.6% | -3.2% | +12.7% | +9.3% |
| 3M | +15.0% | +46.5% | -31.5% | +19.2% |
| 6M | +21.8% | +63.1% | -41.4% | +26.9% |
| YTD | +49.6% | +36.9% | +12.8% | +56.2% |
| 1Y | +49.9% | +78.1% | -28.2% | +54.8% |
| All | +49.9% | +73.3% | -23.4% | +54.8% |
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