+127.6%
COPX vs ACM
-9.1%
+136.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.7% |
| 7D | -2.8% | +5.6% | -8.5% | -4.5% |
| 30D | -14.3% | +20.8% | -35.2% | -19.2% |
| 3M | -19.0% | +11.4% | -30.5% | -21.9% |
| 6M | -24.4% | +0.9% | -25.4% | -25.2% |
| YTD | -3.2% | -24.8% | +21.6% | +5.9% |
| 1Y | +15.2% | -46.4% | +61.6% | +47.2% |
| 3Y | +127.6% | -9.2% | +136.9% | +119.4% |
| All | +127.6% | -9.1% | +136.7% | +119.4% |
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