-69.4%
CAPR vs COO
+41.1%
-110.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.7% | -7.2% |
| 7D | +5.9% | +0.5% | +5.4% | +5.8% |
| 30D | +44.6% | +14.2% | +30.5% | +39.5% |
| 3M | +126.4% | -18.2% | +144.6% | +138.1% |
| 6M | -68.6% | +5.3% | -73.9% | -69.7% |
| YTD | -67.0% | -23.6% | -43.4% | -64.8% |
| 1Y | +65.2% | -12.7% | +77.8% | +68.1% |
| 3Y | +235.6% | -24.2% | +259.8% | +246.3% |
| 5Y | +175.4% | -40.0% | +215.4% | +200.8% |
| All | -69.4% | +41.1% | -110.4% | -72.2% |
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