+59.5%
CAPR vs COO
-9.3%
+68.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | -0.6% | -9.4% | -9.9% |
| 7D | +7.6% | +4.5% | +3.1% | +7.2% |
| 30D | +13.3% | +16.9% | -3.6% | +12.5% |
| 3M | +130.4% | -16.7% | +147.1% | +124.2% |
| 6M | -70.8% | +5.9% | -76.8% | -72.6% |
| YTD | -69.3% | -22.4% | -46.8% | -69.0% |
| 1Y | +59.5% | -10.1% | +69.6% | +107.1% |
| All | +59.5% | -9.3% | +68.8% | +107.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling