+62.2%
COP vs ALC
-11.3%
+73.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.5% |
| 7D | +3.4% | -6.2% | +9.6% | +2.7% |
| 30D | -0.6% | +14.0% | -14.6% | +0.1% |
| 3M | +10.8% | -2.4% | +13.1% | +10.7% |
| 6M | +19.6% | +12.6% | +7.0% | +20.8% |
| YTD | +52.9% | -8.4% | +61.3% | +49.6% |
| 1Y | +62.2% | -9.1% | +71.3% | +58.7% |
| All | +62.2% | -11.3% | +73.5% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 1y: compounded portfolio wealth divided by compounded ALC 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…
1y analysis · Full analysis span regression · 6 months rolling