-77.0%
CAPR vs COO
+48.2%
-125.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.7% |
| 7D | -2.0% | -2.2% | +0.2% | -1.4% |
| 30D | +139.2% | -7.0% | +146.2% | +142.8% |
| 3M | -66.4% | +12.2% | -78.6% | -67.9% |
| 6M | -63.1% | -15.1% | -48.0% | -61.7% |
| YTD | -67.4% | -15.1% | -52.3% | -66.2% |
| 1Y | +58.2% | +2.3% | +55.9% | +53.3% |
| 3Y | +42.2% | -23.7% | +65.9% | +47.5% |
| 5Y | +87.3% | -38.9% | +126.2% | +103.8% |
| All | -77.0% | +48.2% | -125.2% | -77.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling