+30.1%
CB vs COO
-9.4%
+39.5%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | +0.2% | +4.7% | -4.5% | -0.4% |
| 30D | +9.1% | +13.9% | -4.8% | +7.3% |
| 3M | +3.4% | -14.9% | +18.4% | +5.8% |
| 6M | +14.1% | +2.0% | +12.1% | +13.3% |
| YTD | +18.0% | -23.9% | +41.9% | +20.0% |
| 1Y | +30.1% | -9.6% | +39.8% | +30.5% |
| All | +30.1% | -9.4% | +39.5% | +30.5% |
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