+612.7%
COPX vs ACGL
+268.6%
+344.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +5.0% |
| 7D | +5.8% | -2.9% | +8.7% | +6.9% |
| 30D | +7.2% | -2.8% | +10.0% | +8.3% |
| 3M | +16.5% | +6.8% | +9.7% | +12.4% |
| 6M | +18.4% | -1.5% | +20.0% | +17.6% |
| YTD | +31.9% | -0.2% | +32.1% | +29.5% |
| 1Y | +88.5% | +5.3% | +83.2% | +80.1% |
| 3Y | +173.1% | +30.3% | +142.8% | +127.4% |
| 5Y | +193.1% | +151.8% | +41.3% | +68.4% |
| All | +612.7% | +268.6% | +344.2% | +232.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling