+321.9%
COPX vs ALLY
+124.8%
+197.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -1.0% | -0.8% |
| 7D | -4.0% | +3.7% | -7.7% | -5.5% |
| 30D | +4.5% | -2.3% | +6.8% | +5.5% |
| 3M | +0.8% | +3.8% | -3.0% | -1.0% |
| 6M | +3.2% | +9.7% | -6.5% | -1.3% |
| YTD | +26.7% | -1.4% | +28.1% | +26.5% |
| 1Y | +85.7% | +8.2% | +77.4% | +77.0% |
| 3Y | +151.2% | +66.5% | +84.7% | +89.7% |
| 5Y | +170.0% | +1.2% | +168.8% | +143.4% |
| 10Y | +572.9% | +191.4% | +381.5% | +221.6% |
| All | +321.9% | +124.8% | +197.1% | +114.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling