+1,697.2%
ACN vs COP
+1,362.1%
+335.1%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.1% | -2.2% | -3.0% |
| 7D | -1.5% | +3.0% | -4.5% | -2.4% |
| 30D | +9.4% | +17.5% | -8.1% | +4.2% |
| 3M | +5.6% | +13.4% | -7.7% | +1.6% |
| 6M | -9.3% | +17.7% | -27.0% | -14.0% |
| YTD | -29.0% | +46.6% | -75.6% | -37.1% |
| 1Y | -24.7% | +44.6% | -69.3% | -33.3% |
| 3Y | -39.8% | +20.7% | -60.5% | -45.1% |
| 5Y | -40.9% | +185.0% | -226.0% | -60.6% |
| 10Y | +91.1% | +347.0% | -255.9% | -3.1% |
| All | +1,697.2% | +1,362.1% | +335.1% | +362.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling