+477.9%
ACN vs COPX
+186.2%
+291.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.6% | -2.7% | -3.1% |
| 7D | -1.5% | -4.0% | +2.5% | -0.4% |
| 30D | +9.4% | +4.5% | +4.8% | +7.9% |
| 3M | +5.6% | +0.8% | +4.8% | +4.3% |
| 6M | -9.3% | +3.2% | -12.4% | -12.4% |
| YTD | -29.0% | +26.7% | -55.7% | -36.6% |
| 1Y | -24.7% | +85.7% | -110.3% | -40.8% |
| 3Y | -39.8% | +151.2% | -191.0% | -58.6% |
| 5Y | -40.9% | +170.0% | -210.9% | -61.4% |
| 10Y | +91.1% | +572.9% | -481.8% | -14.6% |
| All | +477.9% | +186.2% | +291.7% | +221.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling