+315.3%
COPX vs ALLE
+260.9%
+54.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -1.2% |
| 7D | -4.0% | -0.2% | -3.8% | -3.9% |
| 30D | +4.5% | -6.8% | +11.3% | +8.4% |
| 3M | +0.8% | +21.0% | -20.2% | -9.8% |
| 6M | +3.2% | +1.1% | +2.1% | +1.9% |
| YTD | +26.7% | -0.5% | +27.3% | +25.5% |
| 1Y | +85.7% | -7.3% | +92.9% | +90.3% |
| 3Y | +151.2% | +42.3% | +108.9% | +99.4% |
| 5Y | +170.0% | +13.5% | +156.5% | +137.5% |
| 10Y | +572.9% | +144.0% | +428.9% | +281.0% |
| All | +315.3% | +260.9% | +54.5% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling