+365.9%
COPX vs ALLE
+233.6%
+132.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.8% | +2.8% | +4.2% |
| 7D | +3.3% | -0.6% | +3.9% | +3.8% |
| 30D | -12.2% | +26.6% | -38.9% | -23.0% |
| 3M | -14.5% | +13.2% | -27.7% | -20.5% |
| 6M | -12.2% | +42.9% | -55.0% | -28.5% |
| YTD | +5.2% | +21.0% | -15.9% | -6.8% |
| 1Y | +27.0% | +15.2% | +11.8% | +15.6% |
| 3Y | +149.1% | +95.6% | +53.5% | +64.6% |
| 5Y | +132.1% | +53.4% | +78.7% | +71.9% |
| 10Y | +365.9% | +221.5% | +144.4% | +137.9% |
| All | +365.9% | +233.6% | +132.3% | +137.9% |
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