+210.2%
COP vs ALLY
+95.5%
+114.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.2% | +3.1% | +1.8% |
| 7D | -6.1% | -0.7% | -5.4% | -6.0% |
| 30D | +1.1% | +1.1% | 0.0% | +0.2% |
| 3M | +10.9% | -13.2% | +24.1% | +17.1% |
| 6M | +20.8% | -13.5% | +34.2% | +26.2% |
| YTD | +48.0% | -14.3% | +62.3% | +53.3% |
| 1Y | +58.5% | -1.1% | +59.7% | +53.7% |
| 3Y | +28.1% | +62.0% | -33.9% | -6.1% |
| 5Y | +120.5% | -9.6% | +130.1% | +99.2% |
| 10Y | +310.1% | +176.0% | +134.2% | +85.8% |
| All | +210.2% | +95.5% | +114.7% | +53.3% |
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