+12,445.7%
COHR vs ACGL
+4,318.9%
+8,126.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.4% | +9.5% | +7.8% |
| 7D | +11.0% | -2.9% | +13.9% | +11.9% |
| 30D | -20.4% | -2.8% | -17.6% | -19.9% |
| 3M | -24.9% | +6.8% | -31.7% | -27.4% |
| 6M | +28.1% | -1.5% | +29.6% | +26.2% |
| YTD | +63.6% | -0.2% | +63.8% | +59.6% |
| 1Y | +205.9% | +5.3% | +200.7% | +191.8% |
| 3Y | +809.3% | +30.3% | +779.0% | +684.3% |
| 5Y | +397.1% | +151.8% | +245.3% | +236.6% |
| 10Y | +1,238.1% | +266.9% | +971.3% | +685.0% |
| All | +12,445.7% | +4,318.9% | +8,126.8% | +4,106.8% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling