+320.3%
COP vs ALK
-41.7%
+362.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.4% |
| 7D | -11.5% | +9.0% | -20.6% | -13.8% |
| 30D | +5.0% | -1.6% | +6.6% | +4.7% |
| 3M | +17.5% | -23.2% | +40.7% | +24.4% |
| 6M | +16.2% | -3.9% | +20.1% | +12.9% |
| YTD | +48.8% | -22.6% | +71.4% | +50.2% |
| 1Y | +64.1% | -5.3% | +69.4% | +54.2% |
| 3Y | +25.7% | +18.6% | +7.1% | +0.1% |
| 5Y | +114.4% | -34.4% | +148.8% | +105.4% |
| All | +320.3% | -41.7% | +362.0% | +290.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling