+619.4%
COPX vs ACGL
+270.1%
+349.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +6.0% | -2.1% | +8.1% | +6.8% |
| 30D | +6.4% | -2.2% | +8.6% | +7.2% |
| 3M | +19.3% | +6.3% | +13.0% | +15.4% |
| 6M | +16.2% | +0.5% | +15.7% | +14.4% |
| YTD | +33.2% | +0.2% | +32.9% | +30.5% |
| 1Y | +90.2% | +7.3% | +83.0% | +80.4% |
| 3Y | +175.7% | +30.8% | +144.8% | +129.2% |
| 5Y | +193.1% | +155.8% | +37.3% | +67.1% |
| 10Y | +619.4% | +276.3% | +343.1% | +235.1% |
| All | +619.4% | +270.1% | +349.3% | +235.1% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling