+172.5%
COPX vs ALLE
+13.7%
+158.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.1% |
| 7D | -4.0% | -0.2% | -3.8% | -3.9% |
| 30D | +4.5% | -6.8% | +11.3% | +8.0% |
| 3M | +0.8% | +21.0% | -20.2% | -8.7% |
| 6M | +3.2% | +1.1% | +2.1% | +2.1% |
| YTD | +26.7% | -0.5% | +27.3% | +25.6% |
| 1Y | +85.7% | -7.3% | +92.9% | +89.9% |
| 3Y | +151.2% | +42.3% | +108.9% | +102.7% |
| All | +172.5% | +13.7% | +158.8% | +132.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling