+168.7%
COP vs ALC
+31.8%
+136.9%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.1% | +2.7% | +1.3% |
| 7D | -11.5% | +4.9% | -16.4% | -13.2% |
| 30D | +5.0% | +19.0% | -14.0% | -1.6% |
| 3M | +17.5% | +7.8% | +9.7% | +13.9% |
| 6M | +16.2% | +14.6% | +1.7% | +9.7% |
| YTD | +48.8% | -4.4% | +53.2% | +48.4% |
| 1Y | +64.1% | +1.4% | +62.7% | +59.5% |
| 3Y | +25.7% | +2.5% | +23.2% | +17.0% |
| 5Y | +114.4% | -10.9% | +125.3% | +109.1% |
| All | +168.7% | +31.8% | +136.9% | +77.4% |
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