+57.2%
COP vs ACI
-23.2%
+80.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.3% | -1.4% |
| 7D | -8.4% | -5.9% | -2.5% | -7.8% |
| 30D | +0.3% | +7.2% | -6.9% | -0.8% |
| 3M | +15.1% | +8.8% | +6.3% | +13.6% |
| 6M | +19.8% | -17.2% | +36.9% | +24.1% |
| YTD | +46.8% | -21.3% | +68.1% | +52.7% |
| All | +57.2% | -23.2% | +80.4% | +65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling