+320.8%
COPX vs CLBK
+66.9%
+253.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.3% |
| 7D | +5.8% | +1.1% | +4.6% | +5.3% |
| 30D | +7.2% | +7.8% | -0.6% | +4.2% |
| 3M | +16.5% | +23.9% | -7.4% | +7.4% |
| 6M | +18.4% | +42.3% | -23.9% | +3.8% |
| YTD | +31.9% | +65.4% | -33.5% | +8.8% |
| 1Y | +88.5% | +70.3% | +18.2% | +52.9% |
| 3Y | +173.1% | +54.5% | +118.6% | +121.4% |
| 5Y | +193.1% | +43.1% | +150.0% | +123.7% |
| All | +320.8% | +66.9% | +253.9% | +193.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling