+11,613.7%
COHR vs ACGL
+4,429.2%
+7,184.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -1.7% | +8.3% | +7.1% |
| 7D | +1.0% | -0.7% | +1.7% | +1.1% |
| 30D | -14.1% | -1.0% | -13.1% | -14.1% |
| 3M | -33.2% | +11.0% | -44.2% | -36.2% |
| 6M | +2.5% | -0.3% | +2.9% | +0.8% |
| YTD | +52.7% | +2.3% | +50.4% | +48.0% |
| 1Y | +194.8% | +6.4% | +188.4% | +180.5% |
| 3Y | +650.8% | +34.0% | +616.9% | +542.4% |
| 5Y | +358.4% | +161.6% | +196.7% | +206.8% |
| 10Y | +1,191.2% | +278.6% | +912.6% | +650.8% |
| All | +11,613.7% | +4,429.2% | +7,184.4% | +3,801.1% |
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