+565.8%
COPX vs ACM
+131.7%
+434.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.8% | -5.2% | -6.1% |
| 7D | -2.9% | -5.9% | +3.0% | +0.2% |
| 30D | 0.0% | -6.2% | +6.2% | +2.6% |
| 3M | +14.8% | -7.9% | +22.7% | +17.9% |
| 6M | +7.0% | -30.6% | +37.7% | +27.0% |
| YTD | +23.8% | -33.3% | +57.1% | +48.4% |
| 1Y | +75.7% | -49.2% | +124.9% | +143.3% |
| 3Y | +156.4% | -23.5% | +179.8% | +175.3% |
| 5Y | +167.6% | +0.9% | +166.6% | +143.2% |
| All | +565.8% | +131.7% | +434.2% | +288.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ACM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling