+314.1%
COPX vs ACGL
+324.4%
-10.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.3% | -2.8% | -2.6% |
| 7D | -2.8% | +2.2% | -5.0% | -3.6% |
| 30D | -14.3% | +12.3% | -26.6% | -18.2% |
| 3M | -19.0% | +11.8% | -30.9% | -22.8% |
| 6M | -24.4% | +17.5% | -41.9% | -30.1% |
| YTD | -3.2% | +14.3% | -17.5% | -10.1% |
| 1Y | +15.2% | +18.2% | -3.0% | +5.3% |
| 3Y | +127.6% | +33.2% | +94.5% | +90.6% |
| 5Y | +106.0% | +174.3% | -68.3% | +14.9% |
| All | +314.1% | +324.4% | -10.2% | +79.4% |
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