+2,427.5%
ACN vs COP
+1,384.0%
+1,043.5%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -1.9% |
| 7D | +0.9% | -11.5% | +12.4% | +4.4% |
| 30D | +33.5% | +5.0% | +28.6% | +31.5% |
| 3M | +53.5% | +17.5% | +36.0% | +45.9% |
| 6M | +52.2% | +16.2% | +36.0% | +44.8% |
| YTD | -0.1% | +48.8% | -48.9% | -12.2% |
| 1Y | +11.0% | +64.1% | -53.1% | -5.3% |
| 3Y | -11.8% | +25.7% | -37.4% | -20.4% |
| 5Y | -22.8% | +114.4% | -137.2% | -43.5% |
| 10Y | +162.4% | +331.7% | -169.2% | +35.1% |
| All | +2,427.5% | +1,384.0% | +1,043.5% | +545.2% |
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