+151.8%
ACN vs COP
+335.3%
-183.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.8% |
| 7D | -5.7% | +3.4% | -9.1% | -6.5% |
| 30D | +17.0% | -0.6% | +17.6% | +17.0% |
| 3M | +39.9% | +10.8% | +29.1% | +36.2% |
| 6M | +50.2% | +19.6% | +30.6% | +43.5% |
| YTD | -4.2% | +52.9% | -57.1% | -14.0% |
| 1Y | +4.3% | +62.2% | -57.9% | -7.7% |
| 3Y | -17.1% | +32.4% | -49.5% | -24.4% |
| 5Y | -26.5% | +129.7% | -156.2% | -43.8% |
| All | +151.8% | +335.3% | -183.5% | +60.4% |
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