+88.5%
COPX vs ALLE
-8.3%
+96.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.7% | +4.8% | +4.4% |
| 7D | +5.8% | +2.8% | +3.0% | +4.6% |
| 30D | +7.2% | -7.6% | +14.8% | +10.3% |
| 3M | +16.5% | +22.8% | -6.3% | +6.0% |
| 6M | +18.4% | +4.6% | +13.9% | +15.4% |
| YTD | +31.9% | -1.2% | +33.1% | +31.2% |
| 1Y | +88.5% | -9.1% | +97.6% | +90.5% |
| All | +88.5% | -8.3% | +96.8% | +90.5% |
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