+20.8%
COP vs ACM
-19.8%
+40.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.7% |
| 7D | -0.8% | -0.3% | -0.6% | -0.8% |
| 30D | +15.6% | -12.9% | +28.5% | +17.7% |
| 3M | +14.3% | -6.4% | +20.7% | +14.8% |
| 6M | +17.0% | -29.2% | +46.2% | +24.7% |
| YTD | +47.4% | -29.9% | +77.4% | +56.3% |
| 1Y | +52.4% | -47.3% | +99.7% | +76.8% |
| 3Y | +20.8% | -19.6% | +40.4% | +18.7% |
| All | +20.8% | -19.8% | +40.6% | +18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling