+173.1%
COPX vs ALM
+2,327.9%
-2,154.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.8% | -4.7% | +2.9% |
| 7D | +5.8% | +8.4% | -2.7% | +4.5% |
| 30D | +7.2% | +34.8% | -27.6% | +2.6% |
| 3M | +16.5% | +16.2% | +0.3% | +13.2% |
| 6M | +18.4% | +2.1% | +16.3% | +16.4% |
| YTD | +31.9% | +117.0% | -85.1% | +21.8% |
| 1Y | +88.5% | +313.9% | -225.4% | +65.9% |
| 3Y | +173.1% | +2,327.9% | -2,154.8% | +111.6% |
| All | +173.1% | +2,327.9% | -2,154.8% | +111.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling