+193.1%
COPX vs ALHC
-30.5%
+223.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.6% | +4.7% | +4.1% |
| 7D | +5.8% | -1.0% | +6.7% | +5.8% |
| 30D | +7.2% | -6.3% | +13.5% | +7.5% |
| 3M | +16.5% | -12.3% | +28.8% | +16.8% |
| 6M | +18.4% | -27.0% | +45.5% | +19.6% |
| YTD | +31.9% | -31.8% | +63.8% | +33.7% |
| 1Y | +88.5% | -17.0% | +105.5% | +88.8% |
| 3Y | +173.1% | +159.8% | +13.2% | +144.9% |
| 5Y | +193.1% | -25.1% | +218.2% | +161.8% |
| All | +193.1% | -30.5% | +223.6% | +161.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling