+173.1%
COPX vs ACGL
+29.4%
+143.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -2.4% | +6.5% | +4.0% |
| 7D | +5.8% | -2.9% | +8.7% | +5.7% |
| 30D | +7.2% | -2.8% | +10.0% | +7.1% |
| 3M | +16.5% | +6.8% | +9.7% | +16.0% |
| 6M | +18.4% | -1.5% | +20.0% | +18.4% |
| YTD | +31.9% | -0.2% | +32.1% | +31.4% |
| 1Y | +88.5% | +5.3% | +83.2% | +86.5% |
| 3Y | +173.1% | +30.3% | +142.8% | +170.4% |
| All | +173.1% | +29.4% | +143.7% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling