+88.5%
ACN vs COP
+334.3%
-245.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.1% |
| 7D | -6.3% | -0.5% | -5.8% | -6.2% |
| 30D | -1.4% | +11.7% | -13.1% | -3.9% |
| 3M | +2.6% | +17.7% | -15.1% | -1.3% |
| 6M | -14.3% | +18.3% | -32.6% | -17.9% |
| YTD | -33.1% | +49.1% | -82.2% | -39.4% |
| 1Y | -28.8% | +53.3% | -82.1% | -36.1% |
| 3Y | -43.0% | +22.2% | -65.1% | -47.0% |
| 5Y | -44.0% | +193.3% | -237.3% | -59.8% |
| 10Y | +88.5% | +340.2% | -251.7% | +16.5% |
| All | +88.5% | +334.3% | -245.7% | +16.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 10y: compounded portfolio wealth divided by compounded COP 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…
10y analysis · Full analysis span regression · 6 months rolling