+1,399.2%
COP vs CRL
+1,673.3%
-274.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +3.0% | +1.3% |
| 7D | -6.1% | -1.7% | -4.4% | -5.8% |
| 30D | +1.1% | +14.6% | -13.5% | -2.5% |
| 3M | +10.9% | +24.8% | -13.9% | +4.5% |
| 6M | +20.8% | +94.7% | -73.9% | +0.9% |
| YTD | +48.0% | +73.4% | -25.3% | +25.3% |
| 1Y | +58.5% | +104.7% | -46.1% | +28.4% |
| 3Y | +28.1% | +101.1% | -72.9% | -1.3% |
| 5Y | +120.5% | -10.8% | +131.2% | +104.1% |
| 10Y | +310.1% | +358.8% | -48.7% | +140.0% |
| All | +1,399.2% | +1,673.3% | -274.2% | +550.7% |
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