-29.2%
ALB vs COPX
+168.3%
-197.6%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.9% | -3.8% | -3.5% |
| 7D | -8.6% | +6.0% | -14.6% | -12.5% |
| 30D | -4.0% | +6.4% | -10.5% | -8.8% |
| 3M | -17.4% | +19.3% | -36.7% | -28.7% |
| 6M | -25.4% | +16.2% | -41.6% | -36.2% |
| YTD | -10.5% | +33.2% | -43.7% | -33.2% |
| 1Y | +75.8% | +90.2% | -14.4% | -5.0% |
| All | -29.2% | +168.3% | -197.6% | -76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling