+62.2%
COP vs CRL
+97.0%
-34.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.6% |
| 7D | +3.4% | +8.9% | -5.5% | +4.0% |
| 30D | -0.6% | +14.0% | -14.6% | +1.1% |
| 3M | +10.8% | +19.8% | -9.1% | +13.4% |
| 6M | +19.6% | +102.0% | -82.4% | +30.5% |
| YTD | +52.9% | +70.8% | -17.9% | +64.7% |
| 1Y | +62.2% | +98.7% | -36.5% | +68.4% |
| All | +62.2% | +97.0% | -34.8% | +68.4% |
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