+193.1%
COPX vs ALM
+1,033.0%
-839.9%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.8% | -4.7% | +2.9% |
| 7D | +5.8% | +8.4% | -2.7% | +4.6% |
| 30D | +7.2% | +34.8% | -27.6% | +3.0% |
| 3M | +16.5% | +16.2% | +0.3% | +13.5% |
| 6M | +18.4% | +2.1% | +16.3% | +16.6% |
| YTD | +31.9% | +117.0% | -85.1% | +21.6% |
| 1Y | +88.5% | +313.9% | -225.4% | +64.5% |
| 3Y | +173.1% | +2,327.9% | -2,154.8% | +98.8% |
| 5Y | +193.1% | +1,040.6% | -847.5% | +125.5% |
| All | +193.1% | +1,033.0% | -839.9% | +125.5% |
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