+195.0%
COHR vs ACGL
+5.9%
+189.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.0% |
| 7D | +8.3% | -2.0% | +10.4% | +5.3% |
| 30D | -14.1% | -1.2% | -12.9% | -15.0% |
| 3M | -16.0% | +5.4% | -21.5% | -8.2% |
| 6M | +21.5% | +1.4% | +20.1% | +31.4% |
| YTD | +65.4% | +0.2% | +65.3% | +80.2% |
| 1Y | +195.0% | +4.1% | +190.9% | +237.7% |
| All | +195.0% | +5.9% | +189.1% | +237.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling