+81.0%
CAPR vs COO
-11.7%
+92.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +26.5% | -1.0% | +27.5% | +26.6% |
| 7D | +25.8% | -2.3% | +28.1% | +26.0% |
| 30D | +50.2% | +13.3% | +36.9% | +49.4% |
| 3M | +185.5% | -18.1% | +203.6% | +176.9% |
| 6M | -64.8% | +6.7% | -71.5% | -67.1% |
| YTD | -61.1% | -23.2% | -37.9% | -61.2% |
| 1Y | +81.0% | -12.3% | +93.2% | +131.0% |
| All | +81.0% | -11.7% | +92.7% | +131.0% |
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