+3,110.5%
COF vs ACGL
+4,429.2%
-1,318.7%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.5% |
| 7D | +1.8% | -0.7% | +2.6% | +2.2% |
| 30D | -0.6% | -1.0% | +0.4% | -0.1% |
| 3M | +20.3% | +11.0% | +9.2% | +13.7% |
| 6M | +13.0% | -0.3% | +13.3% | +12.5% |
| YTD | -8.3% | +2.3% | -10.6% | -10.3% |
| 1Y | -1.5% | +6.4% | -7.8% | -5.7% |
| 3Y | +122.3% | +34.0% | +88.3% | +84.0% |
| 5Y | +52.5% | +161.6% | -109.1% | -11.4% |
| 10Y | +264.9% | +278.6% | -13.7% | +82.8% |
| All | +3,110.5% | +4,429.2% | -1,318.7% | +773.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling