+395.0%
COP vs ACM
+250.7%
+144.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.5% | -3.7% |
| 7D | -8.4% | +6.9% | -15.3% | -11.4% |
| 30D | +0.3% | +19.1% | -18.8% | -7.8% |
| 3M | +15.1% | -6.9% | +22.0% | +16.8% |
| 6M | +19.8% | -12.0% | +31.8% | +23.1% |
| YTD | +46.8% | -25.1% | +71.9% | +60.3% |
| 1Y | +59.7% | -45.4% | +105.2% | +102.0% |
| 3Y | +28.7% | -6.9% | +35.6% | +22.7% |
| 5Y | +110.7% | +3.7% | +107.0% | +87.7% |
| 10Y | +298.3% | +135.8% | +162.5% | +136.5% |
| All | +395.0% | +250.7% | +144.3% | +105.9% |
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 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