-46.3%
ALB vs COPX
+167.3%
-213.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -7.0% | +4.0% | +1.9% |
| 7D | -7.6% | -2.9% | -4.7% | -5.8% |
| 30D | -5.6% | 0.0% | -5.6% | -6.2% |
| 3M | -16.8% | +14.8% | -31.6% | -26.0% |
| 6M | -26.3% | +7.0% | -33.4% | -32.7% |
| YTD | -13.2% | +23.8% | -37.1% | -30.0% |
| 1Y | +68.8% | +75.7% | -6.9% | +3.6% |
| 3Y | -30.7% | +156.4% | -187.1% | -68.7% |
| 5Y | -46.3% | +167.6% | -213.8% | -76.9% |
| All | -46.3% | +167.3% | -213.6% | -76.9% |
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