+334.4%
COP vs ACI
+33.9%
+300.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.4% |
| 7D | +3.4% | -0.5% | +3.8% | +3.4% |
| 30D | -0.6% | +4.9% | -5.5% | -1.4% |
| 3M | +10.8% | +11.1% | -0.3% | +8.9% |
| 6M | +19.6% | -14.9% | +34.5% | +21.5% |
| YTD | +52.9% | -19.6% | +72.5% | +56.5% |
| 1Y | +62.2% | -22.7% | +84.9% | +66.9% |
| 3Y | +32.4% | -31.2% | +63.6% | +37.7% |
| 5Y | +129.7% | -42.3% | +172.1% | +139.7% |
| All | +334.4% | +33.9% | +300.5% | +337.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 10y: compounded portfolio wealth divided by compounded ACI 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…
10y analysis · Full analysis span regression · 6 months rolling