-5.9%
COF vs ACGL
+8.0%
-13.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.8% |
| 7D | -6.1% | -3.6% | -2.4% | -5.5% |
| 30D | -5.2% | -2.1% | -3.1% | -4.8% |
| 3M | +17.0% | +5.4% | +11.7% | +16.0% |
| 6M | +12.9% | 0.0% | +12.9% | +13.0% |
| YTD | -13.5% | +0.3% | -13.8% | -14.0% |
| 1Y | -5.9% | +6.2% | -12.0% | -8.1% |
| All | -5.9% | +8.0% | -13.9% | -8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling