+25.7%
COP vs ALC
+2.3%
+23.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +0.8% |
| 7D | -11.5% | +4.9% | -16.4% | -12.0% |
| 30D | +5.0% | +19.0% | -14.0% | +2.8% |
| 3M | +17.5% | +7.8% | +9.7% | +16.5% |
| 6M | +16.2% | +14.6% | +1.7% | +14.1% |
| YTD | +48.8% | -4.4% | +53.2% | +49.0% |
| 1Y | +64.1% | +1.4% | +62.7% | +62.2% |
| 3Y | +25.7% | +2.5% | +23.2% | +24.0% |
| All | +25.7% | +2.3% | +23.4% | +24.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling