+565.2%
COPX vs CRL
+256.1%
+309.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.8% |
| 7D | -2.3% | -3.5% | +1.2% | -1.2% |
| 30D | +0.3% | -2.1% | +2.4% | +1.0% |
| 3M | +6.8% | +48.0% | -41.1% | -7.5% |
| 6M | +7.9% | +64.7% | -56.8% | -10.8% |
| YTD | +23.7% | +39.5% | -15.8% | +7.6% |
| 1Y | +71.5% | +74.2% | -2.7% | +36.6% |
| 3Y | +149.1% | +39.4% | +109.7% | +99.9% |
| 5Y | +167.3% | -36.9% | +204.2% | +195.7% |
| All | +565.2% | +256.1% | +309.2% | +200.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling