+64.1%
COP vs ALLY
-1.0%
+65.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.8% |
| 7D | +4.4% | +0.4% | +4.0% | +4.5% |
| 30D | 0.0% | +5.2% | -5.3% | +1.1% |
| 3M | +15.0% | -13.3% | +28.3% | +11.7% |
| 6M | +22.0% | -6.7% | +28.7% | +20.1% |
| YTD | +55.3% | -12.8% | +68.2% | +57.3% |
| 1Y | +64.1% | +0.7% | +63.4% | +58.8% |
| All | +64.1% | -1.0% | +65.2% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 1y: compounded portfolio wealth divided by compounded ALLY 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…
1y analysis · Full analysis span regression · 6 months rolling