+1,384.5%
COP vs CRL
+1,379.5%
+5.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | +3.0% | -1.0% | +4.0% | +3.2% |
| 30D | +17.5% | +10.7% | +6.8% | +14.6% |
| 3M | +13.4% | +55.3% | -41.9% | +1.0% |
| 6M | +17.7% | +60.7% | -42.9% | +2.6% |
| YTD | +46.6% | +44.6% | +2.0% | +30.3% |
| 1Y | +44.6% | +77.7% | -33.1% | +21.1% |
| 3Y | +20.7% | +37.6% | -16.9% | +2.7% |
| 5Y | +185.0% | -35.8% | +220.9% | +187.7% |
| 10Y | +347.0% | +241.7% | +105.2% | +181.4% |
| All | +1,384.5% | +1,379.5% | +5.0% | +576.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling