-66.2%
CAPR vs COO
+41.2%
-107.4%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.2% |
| 7D | +41.1% | +4.7% | +36.3% | +39.4% |
| 30D | +11.1% | +13.9% | -2.8% | +7.3% |
| 3M | +115.3% | -14.9% | +130.3% | +123.4% |
| 6M | -73.8% | +2.0% | -75.9% | -74.4% |
| YTD | -68.8% | -23.9% | -44.9% | -66.8% |
| 1Y | +43.3% | -9.6% | +52.9% | +44.2% |
| 3Y | +214.7% | -25.4% | +240.1% | +226.3% |
| 5Y | +141.3% | -41.2% | +182.5% | +164.1% |
| All | -66.2% | +41.2% | -107.4% | -65.5% |
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