+758.4%
COST vs ACGL
+332.3%
+426.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +2.5% | -1.1% | +3.6% | +2.7% |
| 30D | +12.8% | +13.1% | -0.4% | +9.4% |
| 3M | +12.7% | +9.8% | +2.9% | +10.1% |
| 6M | +6.0% | +15.3% | -9.3% | +2.4% |
| YTD | +24.4% | +12.7% | +11.6% | +20.5% |
| 1Y | +16.2% | +20.7% | -4.5% | +10.8% |
| 3Y | +96.9% | +34.3% | +62.6% | +81.1% |
| 5Y | +121.1% | +170.6% | -49.5% | +69.4% |
| 10Y | +758.4% | +330.6% | +427.8% | +443.4% |
| All | +758.4% | +332.3% | +426.1% | +443.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling