+365.7%
ALAB vs COPX
+144.2%
+221.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +4.1% | -11.0% | -10.0% |
| 7D | +3.2% | +5.8% | -2.6% | -1.4% |
| 30D | -13.6% | +7.2% | -20.8% | -18.6% |
| 3M | -16.6% | +16.5% | -33.1% | -25.8% |
| 6M | +142.3% | +18.4% | +123.9% | +110.1% |
| YTD | +73.6% | +31.9% | +41.7% | +35.5% |
| 1Y | +33.7% | +88.5% | -54.8% | -21.9% |
| All | +365.7% | +144.2% | +221.5% | +194.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling