+113.0%
COP vs ALK
-34.8%
+147.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | 0.0% | +0.6% |
| 7D | -11.5% | +9.0% | -20.6% | -12.1% |
| 30D | +5.0% | -1.6% | +6.6% | +5.0% |
| 3M | +17.5% | -23.2% | +40.7% | +19.7% |
| 6M | +16.2% | -3.9% | +20.1% | +14.8% |
| YTD | +48.8% | -22.6% | +71.4% | +50.5% |
| 1Y | +64.1% | -5.3% | +69.4% | +59.5% |
| 3Y | +25.7% | +18.6% | +7.1% | +13.1% |
| All | +113.0% | -34.8% | +147.8% | +115.7% |
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