+2,763.2%
COF vs ACGL
+4,938.9%
-2,175.8%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.8% |
| 7D | -6.2% | +1.3% | -7.4% | -6.8% |
| 30D | -1.7% | +14.2% | -15.9% | -8.1% |
| 3M | -10.2% | +11.1% | -21.3% | -15.1% |
| 6M | +4.2% | +16.4% | -12.2% | -4.1% |
| YTD | -18.2% | +13.8% | -32.0% | -24.3% |
| 1Y | -9.7% | +21.6% | -31.3% | -19.2% |
| 3Y | +95.0% | +33.5% | +61.5% | +62.5% |
| 5Y | +36.8% | +174.8% | -138.0% | -22.5% |
| 10Y | +192.6% | +330.4% | -137.7% | +37.6% |
| All | +2,763.2% | +4,938.9% | -2,175.8% | +637.4% |
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