+193.1%
COPX vs ALLY
-0.2%
+193.3%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -3.3% | +7.4% | +5.4% |
| 7D | +5.8% | +1.0% | +4.7% | +5.3% |
| 30D | +7.2% | -3.3% | +10.5% | +8.4% |
| 3M | +16.5% | +0.5% | +16.0% | +16.1% |
| 6M | +18.4% | +12.6% | +5.9% | +12.9% |
| YTD | +31.9% | -4.7% | +36.6% | +33.4% |
| 1Y | +88.5% | +5.2% | +83.3% | +82.9% |
| 3Y | +173.1% | +66.5% | +106.6% | +116.4% |
| 5Y | +193.1% | +0.2% | +192.9% | +175.6% |
| All | +193.1% | -0.2% | +193.3% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling