+167.6%
COPX vs CLBK
+41.8%
+125.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.5% | -7.5% | -7.1% |
| 7D | -2.9% | -1.4% | -1.5% | -2.6% |
| 30D | 0.0% | +4.5% | -4.5% | -0.9% |
| 3M | +14.8% | +22.8% | -8.0% | +9.8% |
| 6M | +7.0% | +43.4% | -36.4% | -0.8% |
| YTD | +23.8% | +64.1% | -40.3% | +11.4% |
| 1Y | +75.7% | +67.6% | +8.1% | +57.0% |
| 3Y | +156.4% | +53.3% | +103.1% | +128.9% |
| 5Y | +167.6% | +44.8% | +122.7% | +129.0% |
| All | +167.6% | +41.8% | +125.7% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling