+190.5%
COPX vs ACM
+139.9%
+50.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.4% |
| 7D | -4.0% | -3.7% | -0.2% | -1.9% |
| 30D | +4.5% | -11.1% | +15.7% | +10.5% |
| 3M | +0.8% | -8.0% | +8.8% | +4.0% |
| 6M | +3.2% | -29.7% | +32.8% | +22.9% |
| YTD | +26.7% | -29.4% | +56.1% | +48.7% |
| 1Y | +85.7% | -46.4% | +132.1% | +154.0% |
| 3Y | +151.2% | -22.3% | +173.5% | +170.3% |
| 5Y | +170.0% | +4.5% | +165.5% | +140.7% |
| 10Y | +572.9% | +127.6% | +445.3% | +246.2% |
| All | +190.5% | +139.9% | +50.6% | +33.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling