-39.9%
ACN vs COP
+19.9%
-59.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.2% |
| 7D | -1.5% | +3.0% | -4.5% | -2.0% |
| 30D | +9.4% | +17.5% | -8.1% | +6.7% |
| 3M | +5.6% | +13.4% | -7.7% | +3.3% |
| 6M | -9.3% | +17.7% | -27.0% | -11.8% |
| YTD | -29.0% | +46.6% | -75.6% | -33.2% |
| 1Y | -24.7% | +44.6% | -69.3% | -29.1% |
| All | -39.9% | +19.9% | -59.8% | -44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling