+173.1%
COPX vs ACM
-19.8%
+192.9%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.8% | +4.9% | +4.4% |
| 7D | +5.8% | -0.3% | +6.0% | +5.8% |
| 30D | +7.2% | -12.9% | +20.1% | +11.9% |
| 3M | +16.5% | -6.4% | +22.9% | +18.1% |
| 6M | +18.4% | -29.2% | +47.7% | +33.4% |
| YTD | +31.9% | -29.9% | +61.9% | +47.9% |
| 1Y | +88.5% | -47.3% | +135.8% | +139.9% |
| 3Y | +173.1% | -19.6% | +192.7% | +174.4% |
| All | +173.1% | -19.8% | +192.9% | +174.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling