+609.0%
COST vs ACGL
+270.1%
+338.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.3% | -0.9% |
| 7D | -2.8% | -2.1% | -0.7% | -2.3% |
| 30D | -5.3% | -2.2% | -3.1% | -4.8% |
| 3M | -6.7% | +6.3% | -13.0% | -8.0% |
| 6M | -9.9% | +0.5% | -10.5% | -10.2% |
| YTD | +5.1% | +0.2% | +4.9% | +4.8% |
| 1Y | -7.3% | +7.3% | -14.6% | -9.2% |
| 3Y | +70.4% | +30.8% | +39.6% | +57.7% |
| 5Y | +104.4% | +155.8% | -51.4% | +58.8% |
| 10Y | +609.0% | +276.3% | +332.7% | +385.7% |
| All | +609.0% | +270.1% | +338.9% | +385.7% |
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