+2,725.8%
COP vs ACGL
+5,005.0%
-2,279.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | -9.7% | +6.4% | -16.1% | -11.5% |
| 30D | +4.7% | +16.6% | -11.9% | -0.1% |
| 3M | +18.5% | +11.6% | +7.0% | +14.5% |
| 6M | +11.4% | +17.5% | -6.1% | +5.7% |
| YTD | +47.9% | +15.3% | +32.6% | +40.6% |
| 1Y | +59.3% | +26.3% | +33.0% | +47.2% |
| 3Y | +23.6% | +35.9% | -12.3% | +10.0% |
| 5Y | +113.1% | +168.2% | -55.1% | +51.9% |
| 10Y | +329.1% | +352.0% | -22.9% | +168.7% |
| All | +2,725.8% | +5,005.0% | -2,279.2% | +1,261.4% |
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