+190.4%
COPX vs ALC
-16.6%
+207.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.0% | +6.1% | +4.9% |
| 7D | +5.8% | -3.7% | +9.4% | +7.4% |
| 30D | +7.2% | -3.7% | +11.0% | +8.8% |
| 3M | +16.5% | +4.6% | +11.9% | +13.4% |
| 6M | +18.4% | -14.6% | +33.0% | +25.8% |
| YTD | +31.9% | -11.9% | +43.8% | +38.0% |
| 1Y | +88.5% | -13.1% | +101.6% | +98.0% |
| 3Y | +173.1% | -15.0% | +188.1% | +183.4% |
| All | +190.4% | -16.6% | +207.0% | +188.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling