+320.5%
COP vs ACI
+34.0%
+286.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.5% |
| 7D | -6.1% | -0.6% | -5.5% | -6.1% |
| 30D | +1.1% | +9.5% | -8.4% | -0.3% |
| 3M | +10.9% | +10.1% | +0.9% | +9.2% |
| 6M | +20.8% | -15.4% | +36.1% | +22.7% |
| YTD | +48.0% | -19.5% | +67.6% | +51.5% |
| 1Y | +58.5% | -21.0% | +79.5% | +62.6% |
| 3Y | +28.1% | -31.2% | +59.3% | +33.3% |
| 5Y | +120.5% | -40.6% | +161.0% | +129.5% |
| All | +320.5% | +34.0% | +286.5% | +323.2% |
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