+51.1%
COF vs ACGL
+158.6%
-107.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.1% | -1.6% |
| 7D | +1.2% | -2.9% | +4.2% | +2.5% |
| 30D | -1.4% | -2.8% | +1.4% | -0.3% |
| 3M | +19.0% | +6.8% | +12.2% | +15.3% |
| 6M | +14.9% | -1.5% | +16.4% | +15.1% |
| YTD | -10.7% | -0.2% | -10.5% | -11.4% |
| 1Y | -1.3% | +5.3% | -6.6% | -4.7% |
| 3Y | +124.3% | +30.3% | +94.0% | +88.5% |
| 5Y | +51.1% | +151.8% | -100.7% | -23.7% |
| All | +51.1% | +158.6% | -107.5% | -23.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling