+77.2%
CAPR vs COO
-8.8%
+86.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.5% | +6.9% | +9.1% |
| 7D | +36.0% | +4.3% | +31.8% | +35.4% |
| 30D | +25.8% | +17.6% | +8.2% | +24.8% |
| 3M | +140.8% | -13.9% | +154.7% | +133.9% |
| 6M | -67.6% | +6.6% | -74.1% | -69.6% |
| YTD | -65.9% | -22.0% | -43.9% | -65.6% |
| All | +77.2% | -8.8% | +86.0% | +129.8% |
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 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