+619.4%
COPX vs ALLY
+178.1%
+441.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | +6.0% | -1.9% | +7.9% | +6.7% |
| 30D | +6.4% | -4.5% | +10.9% | +8.3% |
| 3M | +19.3% | -2.8% | +22.1% | +20.5% |
| 6M | +16.2% | +10.3% | +5.9% | +11.0% |
| YTD | +33.2% | -5.7% | +38.9% | +35.4% |
| 1Y | +90.2% | +3.9% | +86.3% | +84.7% |
| 3Y | +175.7% | +64.7% | +111.0% | +111.8% |
| 5Y | +193.1% | -2.6% | +195.7% | +170.4% |
| 10Y | +619.4% | +186.0% | +433.4% | +281.8% |
| All | +619.4% | +178.1% | +441.4% | +281.8% |
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