+394.2%
COP vs ACM
+230.8%
+163.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +3.0% | -3.7% | +6.7% | +4.8% |
| 30D | +17.5% | -11.1% | +28.6% | +22.6% |
| 3M | +13.4% | -8.0% | +21.3% | +15.6% |
| 6M | +17.7% | -29.7% | +47.4% | +34.7% |
| YTD | +46.6% | -29.4% | +76.0% | +65.6% |
| 1Y | +44.6% | -46.4% | +91.0% | +85.1% |
| 3Y | +20.7% | -22.3% | +43.0% | +26.2% |
| 5Y | +185.0% | +4.5% | +180.6% | +153.7% |
| 10Y | +347.0% | +127.6% | +219.3% | +171.2% |
| All | +394.2% | +230.8% | +163.4% | +112.7% |
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 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