+126.8%
COP vs ALK
-28.7%
+155.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.7% |
| 7D | +0.7% | +2.6% | -1.9% | +0.5% |
| 30D | +0.2% | +7.8% | -7.6% | -0.3% |
| 3M | +10.2% | -15.2% | +25.4% | +11.5% |
| 6M | +20.1% | +5.0% | +15.1% | +17.8% |
| YTD | +50.5% | -18.4% | +68.9% | +51.7% |
| 1Y | +56.8% | -2.4% | +59.2% | +52.6% |
| 3Y | +30.3% | +19.8% | +10.5% | +18.1% |
| 5Y | +126.8% | -27.8% | +154.6% | +123.6% |
| All | +126.8% | -28.7% | +155.5% | +123.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling