+111.3%
COPX vs ALM
+387.9%
-276.6%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -6.5% | +3.2% | -2.4% |
| 7D | +1.1% | -4.0% | +5.1% | +1.7% |
| 30D | -15.9% | -30.5% | +14.6% | -11.6% |
| 3M | -19.6% | -46.9% | +27.3% | -12.6% |
| 6M | -21.5% | -65.5% | +44.0% | -10.9% |
| YTD | -0.8% | -13.4% | +12.6% | +3.3% |
| 1Y | +15.2% | +9.8% | +5.4% | +17.4% |
| 3Y | +134.7% | +783.1% | -648.4% | +96.7% |
| 5Y | +111.3% | +378.3% | -267.0% | +83.7% |
| All | +111.3% | +387.9% | -276.6% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling