+172.5%
COPX vs ALK
-25.3%
+197.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.2% | -1.2% |
| 7D | -4.0% | -0.7% | -3.3% | -3.8% |
| 30D | +4.5% | -19.2% | +23.8% | +11.8% |
| 3M | +0.8% | -1.5% | +2.4% | +0.2% |
| 6M | +3.2% | -13.1% | +16.2% | +5.9% |
| YTD | +26.7% | -16.4% | +43.1% | +31.1% |
| 1Y | +85.7% | -33.1% | +118.8% | +104.2% |
| 3Y | +151.2% | +0.6% | +150.5% | +129.7% |
| All | +172.5% | -25.3% | +197.8% | +160.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling