+164.7%
COP vs ALC
+24.0%
+140.7%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.3% |
| 7D | +3.0% | -2.1% | +5.1% | +3.8% |
| 30D | +17.5% | -0.1% | +17.6% | +17.4% |
| 3M | +13.4% | +5.9% | +7.5% | +10.6% |
| 6M | +17.7% | -15.9% | +33.7% | +24.0% |
| YTD | +46.6% | -10.1% | +56.7% | +50.0% |
| 1Y | +44.6% | -10.2% | +54.8% | +47.4% |
| 3Y | +20.7% | -13.6% | +34.2% | +21.1% |
| 5Y | +185.0% | -15.1% | +200.2% | +182.2% |
| All | +164.7% | +24.0% | +140.7% | +79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling