+338.8%
COPX vs ALLE
+212.2%
+126.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | +0.3% |
| 7D | -1.5% | -0.8% | -0.7% | -1.0% |
| 30D | -14.0% | +27.4% | -41.3% | -24.7% |
| 3M | -17.1% | +13.8% | -31.0% | -23.1% |
| 6M | -15.9% | +45.5% | -61.4% | -32.1% |
| YTD | +2.6% | +21.4% | -18.8% | -9.1% |
| 1Y | +21.6% | +15.4% | +6.2% | +10.6% |
| 3Y | +142.7% | +91.7% | +51.0% | +62.5% |
| 5Y | +122.2% | +54.5% | +67.7% | +64.2% |
| 10Y | +338.8% | +210.5% | +128.2% | +134.7% |
| All | +338.8% | +212.2% | +126.6% | +134.7% |
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