+111.8%
COPX vs ACM
+1.1%
+110.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | -2.8% | +5.6% | -8.5% | -5.2% |
| 30D | -14.3% | +20.8% | -35.2% | -21.3% |
| 3M | -19.0% | +11.4% | -30.5% | -23.2% |
| 6M | -24.4% | +0.9% | -25.4% | -25.8% |
| YTD | -3.2% | -24.8% | +21.6% | +8.7% |
| 1Y | +15.2% | -46.4% | +61.6% | +56.9% |
| 3Y | +127.6% | -9.2% | +136.9% | +113.9% |
| All | +111.8% | +1.1% | +110.8% | +81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling