+141.1%
COPX vs ACGL
+1,241.5%
-1,100.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.8% | +4.8% | +5.2% |
| 7D | +3.3% | -1.1% | +4.4% | +3.8% |
| 30D | -12.2% | +13.1% | -25.4% | -17.5% |
| 3M | -14.5% | +9.8% | -24.3% | -18.8% |
| 6M | -12.2% | +15.3% | -27.4% | -19.6% |
| YTD | +5.2% | +12.7% | -7.5% | -3.5% |
| 1Y | +27.0% | +20.7% | +6.2% | +12.3% |
| 3Y | +149.1% | +34.3% | +114.8% | +98.6% |
| 5Y | +132.1% | +170.6% | -38.5% | +16.1% |
| 10Y | +365.9% | +330.6% | +35.3% | +51.0% |
| All | +141.1% | +1,241.5% | -1,100.4% | -80.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling