-42.9%
ACN vs COP
+186.3%
-229.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.6% | -4.7% | -4.2% |
| 7D | -4.8% | -0.8% | -4.0% | -4.7% |
| 30D | +1.9% | +15.6% | -13.7% | -0.5% |
| 3M | +3.9% | +14.3% | -10.5% | +1.5% |
| 6M | -15.0% | +17.0% | -32.0% | -17.4% |
| YTD | -31.9% | +47.4% | -79.3% | -36.4% |
| 1Y | -28.5% | +52.4% | -80.9% | -33.7% |
| 3Y | -41.9% | +20.8% | -62.7% | -44.9% |
| 5Y | -42.9% | +191.7% | -234.5% | -53.0% |
| All | -42.9% | +186.3% | -229.1% | -53.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling