+141.1%
COPX vs ALK
+340.2%
-199.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.1% | -1.5% | +3.1% |
| 7D | +3.3% | +8.9% | -5.6% | +0.2% |
| 30D | -12.2% | +5.9% | -18.2% | -14.3% |
| 3M | -14.5% | -16.5% | +2.0% | -9.6% |
| 6M | -12.2% | +2.1% | -14.3% | -14.5% |
| YTD | +5.2% | -17.1% | +22.3% | +9.3% |
| 1Y | +27.0% | -2.9% | +29.8% | +24.6% |
| 3Y | +149.1% | +24.5% | +124.6% | +109.9% |
| 5Y | +132.1% | -29.1% | +161.2% | +132.7% |
| 10Y | +365.9% | -39.1% | +405.0% | +329.0% |
| All | +141.1% | +340.2% | -199.0% | -29.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling