+322.6%
COP vs ACI
+29.9%
+292.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.4% | +4.0% | +1.1% |
| 7D | -11.5% | -2.2% | -9.3% | -11.4% |
| 30D | +5.0% | +10.3% | -5.3% | +3.4% |
| 3M | +17.5% | +7.2% | +10.3% | +16.1% |
| 6M | +16.2% | -18.0% | +34.2% | +18.6% |
| YTD | +48.8% | -22.0% | +70.8% | +52.9% |
| 1Y | +64.1% | -23.4% | +87.5% | +69.0% |
| 3Y | +25.7% | -35.8% | +61.5% | +32.0% |
| 5Y | +114.4% | -43.7% | +158.0% | +124.5% |
| All | +322.6% | +29.9% | +292.7% | +327.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling