+279.1%
COPX vs ABCL
-81.2%
+360.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.0% | +4.1% |
| 7D | +5.8% | +1.4% | +4.3% | +5.6% |
| 30D | +7.2% | +65.1% | -57.9% | -0.9% |
| 3M | +16.5% | +111.1% | -94.6% | +3.2% |
| 6M | +18.4% | +231.6% | -213.1% | -1.7% |
| YTD | +31.9% | +234.5% | -202.6% | +8.5% |
| 1Y | +88.5% | +174.3% | -85.9% | +57.9% |
| 3Y | +173.1% | +111.5% | +61.6% | +124.6% |
| 5Y | +193.1% | -37.3% | +230.4% | +162.6% |
| All | +279.1% | -81.2% | +360.3% | +272.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 10y: compounded portfolio wealth divided by compounded ABCL 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…
10y analysis · Full analysis span regression · 6 months rolling