+567.3%
CAG vs COO
+5,341.2%
-4,774.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.8% |
| 7D | -6.2% | -2.1% | -4.1% | -6.1% |
| 30D | +7.4% | +13.9% | -6.5% | +6.8% |
| 3M | -1.6% | -18.9% | +17.3% | -0.6% |
| 6M | +6.3% | +3.7% | +2.6% | +6.1% |
| YTD | -10.1% | -24.1% | +14.0% | -9.0% |
| 1Y | -10.2% | -14.2% | +4.0% | -9.7% |
| 3Y | -37.3% | -24.5% | -12.9% | -36.8% |
| 5Y | -41.6% | -40.4% | -1.2% | -40.6% |
| 10Y | -38.1% | +40.5% | -78.6% | -39.4% |
| All | +567.3% | +5,341.2% | -4,774.0% | +478.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling