+1,298.9%
COHR vs ACGL
+276.6%
+1,022.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.2% |
| 7D | +8.3% | -2.0% | +10.4% | +9.0% |
| 30D | -14.1% | -1.2% | -12.9% | -14.0% |
| 3M | -16.0% | +5.4% | -21.5% | -18.7% |
| 6M | +21.5% | +1.4% | +20.1% | +18.3% |
| YTD | +65.4% | +0.2% | +65.3% | +60.7% |
| 1Y | +195.0% | +4.1% | +190.9% | +180.5% |
| 3Y | +830.2% | +28.2% | +801.9% | +671.8% |
| 5Y | +397.1% | +159.5% | +237.6% | +180.9% |
| All | +1,298.9% | +276.6% | +1,022.3% | +573.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling