+250.3%
COF vs ACGL
+270.1%
-19.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.9% | -1.7% |
| 7D | -2.7% | -2.1% | -0.5% | -1.2% |
| 30D | -3.4% | -2.2% | -1.2% | -2.0% |
| 3M | +15.4% | +6.3% | +9.1% | +9.9% |
| 6M | +14.4% | +0.5% | +13.9% | +12.8% |
| YTD | -12.0% | +0.2% | -12.2% | -13.6% |
| 1Y | -3.7% | +7.3% | -11.0% | -10.3% |
| 3Y | +121.1% | +30.8% | +90.2% | +67.5% |
| 5Y | +47.8% | +155.8% | -108.0% | -38.4% |
| 10Y | +250.3% | +276.3% | -26.0% | +12.5% |
| All | +250.3% | +270.1% | -19.8% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 10y: compounded portfolio wealth divided by compounded ACGL 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…
10y analysis · Full analysis span regression · 6 months rolling