+121.8%
COPX vs CRL
+739.7%
-617.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.2% |
| 7D | -2.8% | +0.1% | -3.0% | -2.8% |
| 30D | -14.3% | +11.9% | -26.3% | -18.5% |
| 3M | -19.0% | +20.2% | -39.2% | -25.1% |
| 6M | -24.4% | +107.5% | -132.0% | -43.8% |
| YTD | -3.2% | +69.4% | -72.7% | -23.5% |
| 1Y | +15.2% | +99.7% | -84.6% | -14.7% |
| 3Y | +127.6% | +98.8% | +28.9% | +53.6% |
| 5Y | +106.0% | -12.4% | +118.4% | +92.2% |
| 10Y | +313.7% | +352.9% | -39.1% | +63.8% |
| All | +121.8% | +739.7% | -617.8% | -48.0% |
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