+365.9%
COPX vs ALK
-37.5%
+403.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.1% | -1.5% | +3.2% |
| 7D | +3.3% | +8.9% | -5.6% | +0.4% |
| 30D | -12.2% | +5.9% | -18.2% | -14.2% |
| 3M | -14.5% | -16.5% | +2.0% | -9.8% |
| 6M | -12.2% | +2.1% | -14.3% | -14.4% |
| YTD | +5.2% | -17.1% | +22.3% | +9.1% |
| 1Y | +27.0% | -2.9% | +29.8% | +24.7% |
| 3Y | +149.1% | +24.5% | +124.6% | +111.4% |
| 5Y | +132.1% | -29.1% | +161.2% | +132.6% |
| 10Y | +365.9% | -39.1% | +405.0% | +311.5% |
| All | +365.9% | -37.5% | +403.4% | +311.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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