+65.2%
CAPR vs COO
-12.3%
+77.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.7% | -7.7% | -7.0% |
| 7D | +5.9% | +0.5% | +5.4% | +5.8% |
| 30D | +44.6% | +14.2% | +30.5% | +43.9% |
| 3M | +126.4% | -18.2% | +144.6% | +119.9% |
| 6M | -68.6% | +5.3% | -73.9% | -70.6% |
| YTD | -67.0% | -23.6% | -43.4% | -66.8% |
| 1Y | +65.2% | -12.7% | +77.8% | +120.2% |
| All | +65.2% | -12.3% | +77.5% | +120.2% |
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 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