+2,700.8%
COP vs ACGL
+4,429.2%
-1,728.5%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.7% | -0.6% |
| 7D | +3.0% | -0.7% | +3.7% | +3.2% |
| 30D | +17.5% | -1.0% | +18.5% | +17.8% |
| 3M | +13.4% | +11.0% | +2.3% | +9.5% |
| 6M | +17.7% | -0.3% | +18.1% | +17.3% |
| YTD | +46.6% | +2.3% | +44.3% | +44.7% |
| 1Y | +44.6% | +6.4% | +38.2% | +40.8% |
| 3Y | +20.7% | +34.0% | -13.3% | +7.6% |
| 5Y | +185.0% | +161.6% | +23.4% | +104.7% |
| 10Y | +347.0% | +278.6% | +68.4% | +193.8% |
| All | +2,700.8% | +4,429.2% | -1,728.5% | +1,300.8% |
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