+615.9%
COPX vs ACM
+135.8%
+480.1%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.1% | +4.0% | +2.5% |
| 7D | +6.0% | -3.7% | +9.6% | +8.0% |
| 30D | +6.4% | -12.7% | +19.1% | +13.1% |
| 3M | +19.3% | -9.8% | +29.1% | +23.9% |
| 6M | +16.2% | -31.4% | +47.6% | +38.7% |
| YTD | +33.2% | -32.1% | +65.2% | +58.0% |
| 1Y | +90.2% | -47.8% | +138.0% | +159.5% |
| 3Y | +175.7% | -22.1% | +197.7% | +193.1% |
| 5Y | +193.1% | +1.8% | +191.3% | +165.2% |
| All | +615.9% | +135.8% | +480.1% | +313.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling