+52.4%
COP vs ALC
-12.7%
+65.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.0% | +2.5% | +0.5% |
| 7D | -0.8% | -3.7% | +2.8% | -0.9% |
| 30D | +15.6% | -3.7% | +19.3% | +15.5% |
| 3M | +14.3% | +4.6% | +9.8% | +14.6% |
| 6M | +17.0% | -14.6% | +31.6% | +16.6% |
| YTD | +47.4% | -11.9% | +59.3% | +45.5% |
| 1Y | +52.4% | -13.1% | +65.5% | +48.3% |
| All | +52.4% | -12.7% | +65.1% | +48.3% |
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