+207.2%
COP vs ALLY
+124.8%
+82.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +3.0% | +3.7% | -0.7% | +1.4% |
| 30D | +17.5% | -2.3% | +19.7% | +18.4% |
| 3M | +13.4% | +3.8% | +9.5% | +10.5% |
| 6M | +17.7% | +9.7% | +8.0% | +10.6% |
| YTD | +46.6% | -1.4% | +48.0% | +43.7% |
| 1Y | +44.6% | +8.2% | +36.4% | +35.1% |
| 3Y | +20.7% | +66.5% | -45.8% | -12.0% |
| 5Y | +185.0% | +1.2% | +183.8% | +146.5% |
| 10Y | +347.0% | +191.4% | +155.6% | +100.0% |
| All | +207.2% | +124.8% | +82.3% | +43.7% |
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