+294.7%
COPX vs CLBK
+65.5%
+229.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -2.3% | -1.5% | -0.9% | -1.9% |
| 30D | +0.3% | -1.0% | +1.3% | +0.6% |
| 3M | +6.8% | +22.9% | -16.1% | -1.3% |
| 6M | +7.9% | +44.2% | -36.3% | -5.9% |
| YTD | +23.7% | +64.0% | -40.2% | +2.4% |
| 1Y | +71.5% | +65.7% | +5.9% | +40.5% |
| 3Y | +149.1% | +54.1% | +95.0% | +102.0% |
| 5Y | +167.3% | +44.7% | +122.6% | +101.9% |
| All | +294.7% | +65.5% | +229.2% | +176.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling