+348.6%
COPX vs ALC
+17.1%
+331.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.7% | -4.2% | -5.6% |
| 7D | -2.9% | -7.7% | +4.8% | +1.0% |
| 30D | 0.0% | -11.7% | +11.7% | +6.2% |
| 3M | +14.8% | +0.7% | +14.1% | +13.4% |
| 6M | +7.0% | -17.1% | +24.1% | +16.0% |
| YTD | +23.8% | -15.1% | +39.0% | +32.4% |
| 1Y | +75.7% | -14.1% | +89.8% | +86.0% |
| 3Y | +156.4% | -18.2% | +174.6% | +171.2% |
| 5Y | +167.6% | -19.2% | +186.7% | +178.1% |
| All | +348.6% | +17.1% | +331.6% | +244.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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