+190.5%
COPX vs CRL
+616.8%
-426.2%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.0% | 0.0% |
| 7D | -4.0% | -1.0% | -3.0% | -3.6% |
| 30D | +4.5% | +10.7% | -6.1% | +0.7% |
| 3M | +0.8% | +55.3% | -54.5% | -15.3% |
| 6M | +3.2% | +60.7% | -57.5% | -15.4% |
| YTD | +26.7% | +44.6% | -17.9% | +7.3% |
| 1Y | +85.7% | +77.7% | +7.9% | +43.8% |
| 3Y | +151.2% | +37.6% | +113.5% | +98.8% |
| 5Y | +170.0% | -35.8% | +205.8% | +188.4% |
| 10Y | +572.9% | +241.7% | +331.2% | +201.0% |
| All | +190.5% | +616.8% | -426.2% | -27.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling