-1.0%
ALAB vs COPX
-23.3%
+22.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.5% | -0.1% | +0.1% |
| 7D | +16.3% | -2.8% | +19.2% | +20.3% |
| 30D | -26.1% | -14.3% | -11.8% | -12.0% |
| 3M | -31.3% | -19.0% | -12.2% | -14.5% |
| 6M | -1.0% | -24.4% | +23.4% | +30.1% |
| All | -1.0% | -23.3% | +22.3% | +30.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling