+32.2%
COPX vs ALM
+44.8%
-12.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.2% | +2.8% | +3.6% |
| 7D | -3.0% | -6.4% | +3.4% | -0.9% |
| 30D | -13.6% | -35.0% | +21.4% | -1.9% |
| 3M | -11.2% | -33.8% | +22.6% | -0.6% |
| 6M | -2.4% | -55.0% | +52.6% | +20.5% |
| YTD | +4.2% | -0.2% | +4.4% | +9.3% |
| 1Y | +32.2% | +41.8% | -9.6% | +30.9% |
| All | +32.2% | +44.8% | -12.6% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling