+2,803.2%
COF vs ACGL
+4,891.8%
-2,088.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -2.0% |
| 7D | -5.8% | -1.1% | -4.7% | -5.3% |
| 30D | -0.3% | +13.1% | -13.5% | -6.4% |
| 3M | -8.5% | +9.8% | -18.3% | -12.9% |
| 6M | +5.6% | +15.3% | -9.6% | -2.3% |
| YTD | -17.1% | +12.7% | -29.8% | -22.9% |
| 1Y | -7.4% | +20.7% | -28.1% | -16.8% |
| 3Y | +99.1% | +34.3% | +64.8% | +65.4% |
| 5Y | +39.5% | +170.6% | -131.1% | -20.3% |
| 10Y | +208.1% | +330.6% | -122.5% | +45.0% |
| All | +2,803.2% | +4,891.8% | -2,088.6% | +651.2% |
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