+246.7%
CB vs COO
+40.2%
+206.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.6% |
| 7D | -1.0% | -2.3% | +1.3% | -0.4% |
| 30D | +7.3% | +13.3% | -6.0% | +3.6% |
| 3M | +7.0% | -18.1% | +25.1% | +12.5% |
| 6M | +16.3% | +6.7% | +9.6% | +13.0% |
| YTD | +19.7% | -23.2% | +43.0% | +27.5% |
| 1Y | +27.8% | -12.3% | +40.1% | +30.6% |
| 3Y | +72.0% | -23.6% | +95.6% | +76.3% |
| 5Y | +104.9% | -38.7% | +143.6% | +123.5% |
| 10Y | +246.7% | +42.2% | +204.5% | +204.9% |
| All | +246.7% | +40.2% | +206.6% | +204.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling