+196.0%
COPX vs ALM
+3,551.9%
-3,355.9%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +7.7% | -10.2% | -2.5% |
| 7D | -2.8% | +1.2% | -4.1% | -2.8% |
| 30D | -14.3% | -19.3% | +5.0% | -14.3% |
| 3M | -19.0% | -40.6% | +21.6% | -18.9% |
| 6M | -24.4% | -57.9% | +33.5% | -24.2% |
| YTD | -3.2% | -6.7% | +3.5% | -3.1% |
| 1Y | +15.2% | +20.2% | -5.0% | +15.3% |
| 3Y | +127.6% | +879.4% | -751.8% | +127.5% |
| 5Y | +106.0% | +415.3% | -309.3% | +105.9% |
| 10Y | +313.7% | +2,100.8% | -1,787.1% | +314.9% |
| All | +196.0% | +3,551.9% | -3,355.9% | +198.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling