+191.7%
COP vs CRL
-37.4%
+229.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.7% | +3.3% | +0.9% |
| 7D | -0.8% | -0.6% | -0.3% | -0.8% |
| 30D | +15.6% | +5.0% | +10.6% | +14.9% |
| 3M | +14.3% | +50.6% | -36.2% | +7.9% |
| 6M | +17.0% | +60.9% | -43.9% | +8.6% |
| YTD | +47.4% | +40.7% | +6.7% | +39.4% |
| 1Y | +52.4% | +73.3% | -20.9% | +38.3% |
| 3Y | +20.8% | +40.6% | -19.7% | +8.7% |
| 5Y | +191.7% | -37.0% | +228.7% | +181.0% |
| All | +191.7% | -37.4% | +229.1% | +181.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling