+384.5%
ALAB vs COPX
+146.5%
+238.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.9% | +3.1% | +3.4% |
| 7D | +9.6% | +6.0% | +3.7% | +4.7% |
| 30D | -5.3% | +6.4% | -11.7% | -10.2% |
| 3M | -12.0% | +19.3% | -31.3% | -23.1% |
| 6M | +145.7% | +16.2% | +129.5% | +116.0% |
| YTD | +80.7% | +33.2% | +47.5% | +40.1% |
| 1Y | +40.1% | +90.2% | -50.1% | -18.6% |
| All | +384.5% | +146.5% | +238.0% | +204.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling