+298.3%
COP vs ACM
+147.1%
+151.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.5% | -4.0% |
| 7D | -8.4% | +6.9% | -15.3% | -11.7% |
| 30D | +0.3% | +19.1% | -18.8% | -8.8% |
| 3M | +15.1% | -6.9% | +22.0% | +17.2% |
| 6M | +19.8% | -12.0% | +31.8% | +23.8% |
| YTD | +46.8% | -25.1% | +71.9% | +62.8% |
| 1Y | +59.7% | -45.4% | +105.2% | +112.4% |
| 3Y | +28.7% | -6.9% | +35.6% | +18.8% |
| 5Y | +110.7% | +3.7% | +107.0% | +76.3% |
| 10Y | +298.3% | +135.8% | +162.5% | +103.4% |
| All | +298.3% | +147.1% | +151.2% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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