+60.7%
COP vs ACGL
+28.7%
+32.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.7% | -7.8% | -5.2% |
| 7D | -8.1% | +8.0% | -16.1% | -8.5% |
| 30D | +6.7% | +17.3% | -10.6% | +5.7% |
| 3M | +16.9% | +11.2% | +5.7% | +15.9% |
| 6M | +11.2% | +18.2% | -7.0% | +10.4% |
| YTD | +49.5% | +15.4% | +34.1% | +47.9% |
| 1Y | +60.7% | +26.5% | +34.1% | +59.6% |
| All | +60.7% | +28.7% | +32.0% | +59.6% |
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