+287.6%
COPX vs ALM
+7,705.7%
-7,418.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.6% |
| 7D | -4.0% | -2.6% | -1.4% | -4.0% |
| 30D | +4.5% | +32.0% | -27.5% | +4.4% |
| 3M | +0.8% | -15.0% | +15.9% | +0.9% |
| 6M | +3.2% | -10.1% | +13.3% | +3.2% |
| YTD | +26.7% | +99.4% | -72.7% | +26.5% |
| 1Y | +85.7% | +316.4% | -230.7% | +85.2% |
| 3Y | +151.2% | +2,022.0% | -1,870.8% | +150.2% |
| 5Y | +170.0% | +941.2% | -771.2% | +169.0% |
| 10Y | +572.9% | +2,950.3% | -2,377.4% | +572.6% |
| All | +287.6% | +7,705.7% | -7,418.1% | +289.6% |
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 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