+17.7%
COP vs ALK
-16.4%
+34.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -0.5% |
| 7D | +3.0% | -0.7% | +3.7% | +2.8% |
| 30D | +17.5% | -19.2% | +36.7% | +9.4% |
| 3M | +13.4% | -1.5% | +14.9% | +14.4% |
| 6M | +17.7% | -13.1% | +30.8% | +21.3% |
| All | +17.7% | -16.4% | +34.2% | +21.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling