+231.6%
COPX vs ALLY
+98.1%
+133.5%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.2% |
| 7D | -1.0% | +0.9% | -1.9% | -1.4% |
| 30D | -14.8% | +3.1% | -17.8% | -15.9% |
| 3M | -17.2% | -12.6% | -4.7% | -12.5% |
| 6M | -14.5% | -12.4% | -2.0% | -9.8% |
| YTD | -0.4% | -13.2% | +12.7% | +4.9% |
| 1Y | +21.9% | +1.8% | +20.0% | +19.7% |
| 3Y | +123.7% | +58.0% | +65.8% | +72.9% |
| 5Y | +121.8% | -8.4% | +130.3% | +108.7% |
| 10Y | +397.9% | +195.3% | +202.6% | +131.7% |
| All | +231.6% | +98.1% | +133.5% | +77.9% |
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