+120.5%
COP vs ACGL
+173.1%
-52.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | +0.6% |
| 7D | -6.1% | +1.3% | -7.4% | -6.5% |
| 30D | +1.1% | +14.2% | -13.1% | -2.8% |
| 3M | +10.9% | +11.1% | -0.1% | +7.5% |
| 6M | +20.8% | +16.4% | +4.4% | +15.1% |
| YTD | +48.0% | +13.8% | +34.3% | +41.5% |
| 1Y | +58.5% | +21.6% | +37.0% | +48.3% |
| 3Y | +28.1% | +33.5% | -5.4% | +14.1% |
| 5Y | +120.5% | +174.8% | -54.4% | +28.1% |
| All | +120.5% | +173.1% | -52.7% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling