+591.7%
COPX vs ALLE
+148.2%
+443.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.5% |
| 7D | +5.8% | +2.8% | +3.0% | +4.2% |
| 30D | +7.2% | -7.6% | +14.8% | +11.7% |
| 3M | +16.5% | +22.8% | -6.3% | +3.4% |
| 6M | +18.4% | +4.6% | +13.9% | +14.7% |
| YTD | +31.9% | -1.2% | +33.1% | +31.1% |
| 1Y | +88.5% | -9.1% | +97.6% | +95.4% |
| 3Y | +173.1% | +50.0% | +123.1% | +109.8% |
| 5Y | +193.1% | +15.2% | +177.9% | +155.5% |
| 10Y | +591.7% | +151.1% | +440.6% | +300.2% |
| All | +591.7% | +148.2% | +443.4% | +300.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling