+88.5%
COPX vs ALK
-35.5%
+124.0%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.1% | +7.2% | +5.2% |
| 7D | +5.8% | +0.1% | +5.6% | +5.6% |
| 30D | +7.2% | -18.5% | +25.7% | +15.1% |
| 3M | +16.5% | -3.6% | +20.0% | +16.0% |
| 6M | +18.4% | -3.7% | +22.1% | +15.6% |
| YTD | +31.9% | -19.0% | +50.9% | +36.2% |
| 1Y | +88.5% | -36.0% | +124.5% | +86.6% |
| All | +88.5% | -35.5% | +124.0% | +86.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling