-42.3%
ACN vs COPX
+149.6%
-191.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.0% | +8.2% | +1.6% |
| 7D | -7.9% | -2.9% | -5.0% | -7.8% |
| 30D | -1.1% | 0.0% | -1.1% | -1.1% |
| 3M | +5.6% | +14.8% | -9.2% | +4.6% |
| 6M | -9.9% | +7.0% | -17.0% | -10.6% |
| YTD | -32.3% | +23.8% | -56.2% | -35.4% |
| 1Y | -25.3% | +75.7% | -101.0% | -33.6% |
| All | -42.3% | +149.6% | -191.9% | -54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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