+32.2%
COPX vs CRL
+85.3%
-53.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -7.3% | +11.2% | +5.4% |
| 7D | -3.0% | -12.8% | +9.8% | -0.3% |
| 30D | -13.6% | +5.0% | -18.6% | -15.0% |
| 3M | -11.2% | +39.4% | -50.6% | -18.0% |
| 6M | -2.4% | +89.4% | -91.7% | -16.7% |
| YTD | +4.2% | +63.6% | -59.4% | -10.1% |
| 1Y | +32.2% | +83.5% | -51.3% | +11.0% |
| All | +32.2% | +85.3% | -53.2% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling