+172.5%
COPX vs ABCL
-41.3%
+213.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -6.5% |
| 3M | +0.8% | +79.4% | -78.6% | -9.4% |
| 6M | +3.2% | +214.9% | -211.7% | -15.4% |
| YTD | +26.7% | +234.2% | -207.5% | +2.2% |
| 1Y | +85.7% | +174.8% | -89.1% | +52.8% |
| 3Y | +151.2% | +104.5% | +46.7% | +103.4% |
| All | +172.5% | -41.3% | +213.8% | +136.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling