+135.1%
COPX vs ALHC
-59.6%
+194.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.3% | +0.5% | +0.7% |
| 7D | -1.5% | -5.5% | +4.0% | -1.2% |
| 30D | -14.0% | -4.9% | -9.0% | -13.8% |
| 3M | -17.1% | -41.7% | +24.6% | -14.9% |
| 6M | -15.9% | -55.2% | +39.3% | -12.8% |
| YTD | +2.6% | -61.1% | +63.7% | +7.0% |
| 1Y | +21.6% | -53.3% | +74.9% | +25.4% |
| 3Y | +142.7% | +28.2% | +114.5% | +125.5% |
| 5Y | +122.2% | -65.8% | +188.0% | +119.2% |
| All | +135.1% | -59.6% | +194.7% | +112.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 ALHC 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