+62.2%
COP vs ACI
-22.6%
+84.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.5% |
| 7D | +3.4% | -0.5% | +3.8% | +3.4% |
| 30D | -0.6% | +4.9% | -5.5% | -1.3% |
| 3M | +10.8% | +11.1% | -0.3% | +9.1% |
| 6M | +19.6% | -14.9% | +34.5% | +23.3% |
| YTD | +52.9% | -19.6% | +72.5% | +58.5% |
| 1Y | +62.2% | -22.7% | +84.9% | +69.6% |
| All | +62.2% | -22.6% | +84.8% | +69.6% |
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