+314.1%
COPX vs ALLY
+174.3%
+139.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.8% | -3.3% | -2.9% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -14.3% | +5.2% | -19.6% | -16.2% |
| 3M | -19.0% | -13.3% | -5.7% | -14.2% |
| 6M | -24.4% | -6.7% | -17.8% | -22.5% |
| YTD | -3.2% | -12.8% | +9.6% | +1.6% |
| 1Y | +15.2% | +0.7% | +14.5% | +13.8% |
| 3Y | +127.6% | +65.2% | +62.4% | +74.8% |
| 5Y | +106.0% | -10.1% | +116.1% | +96.8% |
| All | +314.1% | +174.3% | +139.8% | +126.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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