+226.4%
COPX vs ALLE
+327.3%
-100.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | -1.0% | -0.6% | -0.4% | -0.6% |
| 30D | -14.8% | +25.3% | -40.1% | -24.9% |
| 3M | -17.2% | +10.3% | -27.5% | -22.1% |
| 6M | -14.5% | +38.0% | -52.5% | -29.1% |
| YTD | -0.4% | +17.8% | -18.2% | -10.5% |
| 1Y | +21.9% | +13.6% | +8.3% | +11.6% |
| 3Y | +123.7% | +89.2% | +34.5% | +51.2% |
| 5Y | +121.8% | +51.1% | +70.8% | +65.9% |
| 10Y | +397.9% | +228.1% | +169.8% | +140.1% |
| All | +226.4% | +327.3% | -100.9% | +46.1% |
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