-37.6%
CAG vs COO
-27.8%
-9.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.2% | +5.2% | +0.1% |
| 7D | -6.6% | -9.0% | +2.4% | -5.0% |
| 30D | +2.3% | -16.8% | +19.1% | +5.7% |
| 3M | +16.3% | -7.5% | +23.8% | +17.9% |
| 6M | -16.0% | -16.3% | +0.2% | -13.7% |
| YTD | -7.7% | -22.5% | +14.8% | -4.1% |
| 1Y | -16.0% | -7.0% | -9.0% | -15.2% |
| All | -37.6% | -27.8% | -9.8% | -38.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling