+54.2%
COP vs ACM
-45.0%
+99.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.9% |
| 7D | -6.1% | +6.6% | -12.7% | -5.4% |
| 30D | +1.1% | +19.8% | -18.7% | +2.9% |
| 3M | +10.9% | -3.1% | +14.1% | +11.2% |
| 6M | +20.8% | -11.5% | +32.3% | +21.0% |
| YTD | +48.0% | -24.7% | +72.7% | +49.0% |
| All | +54.2% | -45.0% | +99.2% | +62.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling