+601.8%
CAG vs COO
+5,988.7%
-5,386.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.8% |
| 7D | -3.8% | -2.2% | -1.6% | -3.7% |
| 30D | +3.1% | -7.0% | +10.1% | +3.5% |
| 3M | +23.5% | +12.2% | +11.3% | +22.8% |
| 6M | -14.8% | -15.1% | +0.3% | -14.2% |
| YTD | -5.4% | -15.1% | +9.7% | -4.7% |
| 1Y | -11.8% | +2.3% | -14.1% | -12.0% |
| 3Y | -36.7% | -23.7% | -13.0% | -36.1% |
| 5Y | -40.3% | -38.9% | -1.3% | -39.3% |
| 10Y | -37.0% | +49.9% | -86.9% | -38.6% |
| All | +601.8% | +5,988.7% | -5,386.9% | +505.7% |
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