+133.5%
COPX vs ALM
+836.8%
-703.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -2.2% |
| 7D | +1.1% | -4.0% | +5.1% | +1.8% |
| 30D | -15.9% | -30.5% | +14.6% | -10.8% |
| 3M | -19.6% | -46.9% | +27.3% | -11.3% |
| 6M | -21.5% | -65.5% | +44.0% | -8.8% |
| YTD | -0.8% | -13.4% | +12.6% | +4.9% |
| 1Y | +15.2% | +9.8% | +5.4% | +19.2% |
| All | +133.5% | +836.8% | -703.3% | +114.0% |
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