+160.1%
COPX vs ABCL
+109.3%
+50.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.5% |
| 7D | -4.0% | +0.7% | -4.7% | -4.1% |
| 30D | +4.5% | +93.1% | -88.5% | -7.4% |
| 3M | +0.8% | +79.4% | -78.6% | -10.2% |
| 6M | +3.2% | +214.9% | -211.7% | -17.0% |
| YTD | +26.7% | +234.2% | -207.5% | -0.1% |
| 1Y | +85.7% | +174.8% | -89.1% | +49.8% |
| All | +160.1% | +109.3% | +50.7% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling