+121.8%
COPX vs ACM
+155.4%
-33.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | -2.8% | +5.6% | -8.5% | -5.8% |
| 30D | -14.3% | +20.8% | -35.2% | -23.0% |
| 3M | -19.0% | +11.4% | -30.5% | -24.3% |
| 6M | -24.4% | +0.9% | -25.4% | -26.4% |
| YTD | -3.2% | -24.8% | +21.6% | +9.3% |
| 1Y | +15.2% | -46.4% | +61.6% | +57.5% |
| 3Y | +127.6% | -9.2% | +136.9% | +123.2% |
| 5Y | +106.0% | +5.0% | +101.0% | +83.6% |
| 10Y | +313.7% | +130.6% | +183.1% | +112.2% |
| All | +121.8% | +155.4% | -33.5% | -2.1% |
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