+75.7%
COPX vs ALC
-15.7%
+91.4%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -2.7% | -4.2% | -6.5% |
| 7D | -2.9% | -7.7% | +4.8% | -1.6% |
| 30D | 0.0% | -11.7% | +11.7% | +2.0% |
| 3M | +14.8% | +0.7% | +14.1% | +13.9% |
| 6M | +7.0% | -17.1% | +24.1% | +14.2% |
| YTD | +23.8% | -15.1% | +39.0% | +32.2% |
| 1Y | +75.7% | -14.1% | +89.8% | +88.7% |
| All | +75.7% | -15.7% | +91.4% | +88.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling