-98.1%
CAPR vs COO
+457.9%
-556.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.4% | -2.2% | -3.5% |
| 7D | +29.7% | +5.3% | +24.5% | +29.2% |
| 30D | +11.0% | +12.5% | -1.6% | +10.0% |
| 3M | +118.8% | -15.1% | +134.0% | +121.0% |
| 6M | -73.9% | +3.7% | -77.6% | -74.1% |
| YTD | -70.2% | -22.5% | -47.7% | -69.7% |
| 1Y | +38.3% | -7.8% | +46.1% | +38.3% |
| 3Y | +199.7% | -24.1% | +223.7% | +202.6% |
| 5Y | +130.6% | -40.1% | +170.7% | +133.4% |
| 10Y | -68.5% | +44.7% | -113.2% | -66.6% |
| All | -98.1% | +457.9% | -556.0% | -95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling