+318.8%
COP vs ACI
+21.8%
+297.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.3% | +3.8% | +1.0% |
| 7D | -0.8% | -2.6% | +1.7% | -0.5% |
| 30D | +15.6% | +1.1% | +14.5% | +15.3% |
| 3M | +14.3% | -23.6% | +38.0% | +18.1% |
| 6M | +17.0% | -29.9% | +46.9% | +22.4% |
| YTD | +47.4% | -26.9% | +74.3% | +53.1% |
| 1Y | +52.4% | -34.2% | +86.7% | +60.5% |
| 3Y | +20.8% | -43.6% | +64.4% | +29.6% |
| 5Y | +191.7% | -42.4% | +234.1% | +206.2% |
| All | +318.8% | +21.8% | +297.0% | +327.8% |
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