+407.5%
COP vs ACM
+250.9%
+156.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | +0.7% | +3.0% | -2.3% | -0.8% |
| 30D | +0.2% | +19.7% | -19.5% | -8.1% |
| 3M | +10.2% | +5.3% | +4.9% | +6.0% |
| 6M | +20.1% | -10.8% | +30.9% | +22.6% |
| YTD | +50.5% | -25.1% | +75.6% | +64.2% |
| 1Y | +56.8% | -45.8% | +102.6% | +98.9% |
| 3Y | +30.3% | -9.4% | +39.6% | +25.9% |
| 5Y | +126.8% | +4.8% | +122.0% | +101.1% |
| 10Y | +325.0% | +129.8% | +195.2% | +155.2% |
| All | +407.5% | +250.9% | +156.6% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling