+211.8%
COP vs ALLY
+98.1%
+113.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.7% | +2.3% | +1.3% |
| 7D | -11.5% | +0.9% | -12.5% | -12.0% |
| 30D | +5.0% | +3.1% | +1.9% | +3.2% |
| 3M | +17.5% | -12.6% | +30.1% | +23.6% |
| 6M | +16.2% | -12.4% | +28.7% | +20.9% |
| YTD | +48.8% | -13.2% | +61.9% | +53.3% |
| 1Y | +64.1% | +1.8% | +62.3% | +57.1% |
| 3Y | +25.7% | +58.0% | -32.3% | -6.7% |
| 5Y | +114.4% | -8.4% | +122.8% | +92.6% |
| 10Y | +331.7% | +195.3% | +136.4% | +88.9% |
| All | +211.8% | +98.1% | +113.7% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling