-43.5%
ACN vs COPX
+167.3%
-210.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.0% | +8.2% | +2.4% |
| 7D | -7.9% | -2.9% | -5.0% | -7.5% |
| 30D | -1.1% | 0.0% | -1.1% | -1.2% |
| 3M | +5.6% | +14.8% | -9.2% | +2.5% |
| 6M | -9.9% | +7.0% | -17.0% | -12.3% |
| YTD | -32.3% | +23.8% | -56.2% | -37.6% |
| 1Y | -25.3% | +75.7% | -101.0% | -37.8% |
| 3Y | -42.3% | +156.4% | -198.7% | -58.7% |
| 5Y | -43.5% | +167.6% | -211.0% | -61.4% |
| All | -43.5% | +167.3% | -210.8% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling