+173.1%
COPX vs CRL
+37.9%
+135.2%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.7% | +6.8% | +4.7% |
| 7D | +5.8% | -0.6% | +6.3% | +5.8% |
| 30D | +7.2% | +5.0% | +2.3% | +6.1% |
| 3M | +16.5% | +50.6% | -34.1% | +6.6% |
| 6M | +18.4% | +60.9% | -42.5% | +6.1% |
| YTD | +31.9% | +40.7% | -8.8% | +21.0% |
| 1Y | +88.5% | +73.3% | +15.2% | +65.0% |
| 3Y | +173.1% | +40.6% | +132.5% | +136.1% |
| All | +173.1% | +37.9% | +135.2% | +136.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling