+325.1%
COP vs ACM
+128.0%
+197.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +1.0% |
| 7D | -0.8% | -0.3% | -0.6% | -0.7% |
| 30D | +15.6% | -12.9% | +28.5% | +22.7% |
| 3M | +14.3% | -6.4% | +20.7% | +15.7% |
| 6M | +17.0% | -29.2% | +46.2% | +36.4% |
| YTD | +47.4% | -29.9% | +77.4% | +70.4% |
| 1Y | +52.4% | -47.3% | +99.7% | +106.1% |
| 3Y | +20.8% | -19.6% | +40.4% | +22.2% |
| 5Y | +191.7% | +5.5% | +186.2% | +140.3% |
| 10Y | +325.1% | +129.7% | +195.4% | +123.9% |
| All | +325.1% | +128.0% | +197.1% | +123.9% |
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