-68.2%
CAPR vs COO
+38.3%
-106.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.6% | -9.4% | -9.8% |
| 7D | +7.6% | +4.5% | +3.1% | +6.4% |
| 30D | +13.3% | +16.9% | -3.6% | +8.7% |
| 3M | +130.4% | -16.7% | +147.1% | +140.9% |
| 6M | -70.8% | +5.9% | -76.8% | -71.8% |
| YTD | -69.3% | -22.4% | -46.8% | -67.4% |
| 1Y | +59.5% | -10.1% | +69.6% | +61.0% |
| 3Y | +216.8% | -22.8% | +239.6% | +225.1% |
| 5Y | +152.7% | -41.4% | +194.1% | +176.9% |
| 10Y | -68.2% | +41.3% | -109.5% | -66.8% |
| All | -68.2% | +38.3% | -106.6% | -66.8% |
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 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