+26.7%
CB vs COO
-12.9%
+39.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -1.0% | -2.3% | +1.3% | -0.7% |
| 30D | +7.3% | +13.3% | -6.0% | +5.7% |
| 3M | +7.0% | -18.1% | +25.1% | +10.0% |
| 6M | +16.3% | +6.7% | +9.6% | +15.2% |
| YTD | +19.7% | -23.2% | +43.0% | +21.0% |
| All | +26.7% | -12.9% | +39.6% | +27.9% |
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 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