+71.5%
COPX vs ALM
+247.3%
-175.8%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -6.5% | +6.4% | +1.7% |
| 7D | -2.3% | -11.8% | +9.5% | +1.0% |
| 30D | +0.3% | +7.8% | -7.5% | -2.0% |
| 3M | +6.8% | -9.3% | +16.1% | +8.2% |
| 6M | +7.9% | -30.5% | +38.4% | +13.8% |
| YTD | +23.7% | +75.8% | -52.1% | +12.3% |
| 1Y | +71.5% | +241.2% | -169.7% | +53.9% |
| All | +71.5% | +247.3% | -175.8% | +53.9% |
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