+168.1%
COPX vs CLBK
+51.6%
+116.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.2% |
| 7D | +6.0% | -1.5% | +7.4% | +6.3% |
| 30D | +6.4% | +6.7% | -0.2% | +4.8% |
| 3M | +19.3% | +21.2% | -1.9% | +13.6% |
| 6M | +16.2% | +42.0% | -25.7% | +6.6% |
| YTD | +33.2% | +63.3% | -30.1% | +17.6% |
| 1Y | +90.2% | +65.4% | +24.8% | +67.1% |
| All | +168.1% | +51.6% | +116.5% | +128.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling