-10.7%
CAG vs COO
-12.9%
+2.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | -6.2% | -2.1% | -4.1% | -5.6% |
| 30D | +7.4% | +13.9% | -6.5% | +3.8% |
| 3M | -1.6% | -18.9% | +17.3% | +3.9% |
| 6M | +6.3% | +3.7% | +2.6% | +5.3% |
| YTD | -10.1% | -24.1% | +14.0% | -5.1% |
| All | -10.7% | -12.9% | +2.2% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling