+75.7%
COPX vs CRL
+73.3%
+2.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.9% | -5.1% | -6.6% |
| 7D | -2.9% | -6.9% | +4.0% | -1.4% |
| 30D | 0.0% | -3.2% | +3.2% | +0.8% |
| 3M | +14.8% | +46.5% | -31.7% | +6.0% |
| 6M | +7.0% | +63.1% | -56.1% | -4.4% |
| YTD | +23.8% | +36.9% | -13.0% | +13.2% |
| 1Y | +75.7% | +78.1% | -2.4% | +54.3% |
| All | +75.7% | +73.3% | +2.4% | +54.3% |
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