+32.2%
COPX vs ALLE
+18.6%
+13.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.8% | +2.2% | +3.5% |
| 7D | -3.0% | +6.7% | -9.6% | -4.5% |
| 30D | -13.6% | +25.4% | -39.0% | -19.2% |
| 3M | -11.2% | +16.9% | -28.2% | -14.7% |
| 6M | -2.4% | +46.6% | -49.0% | -15.7% |
| YTD | +4.2% | +22.4% | -18.2% | -2.7% |
| 1Y | +32.2% | +17.7% | +14.4% | +26.6% |
| All | +32.2% | +18.6% | +13.6% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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