+32.2%
COPX vs ACGL
+28.7%
+3.5%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.3% | +5.5% |
| 7D | -3.0% | +8.0% | -10.9% | +1.6% |
| 30D | -13.6% | +17.3% | -30.9% | -4.9% |
| 3M | -11.2% | +11.2% | -22.4% | -4.9% |
| 6M | -2.4% | +18.2% | -20.6% | +9.6% |
| YTD | +4.2% | +15.4% | -11.2% | +13.9% |
| 1Y | +32.2% | +26.5% | +5.6% | +46.5% |
| All | +32.2% | +28.7% | +3.5% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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