+101.0%
CB vs COO
-38.8%
+139.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.7% |
| 7D | +0.5% | -2.2% | +2.7% | +0.9% |
| 30D | -3.1% | -7.0% | +3.9% | -1.9% |
| 3M | +9.0% | +12.2% | -3.3% | +6.7% |
| 6M | +2.9% | -15.1% | +18.0% | +5.4% |
| YTD | +10.1% | -15.1% | +25.2% | +12.7% |
| 1Y | +22.8% | +2.3% | +20.5% | +21.4% |
| 3Y | +73.8% | -23.7% | +97.5% | +78.0% |
| All | +101.0% | -38.8% | +139.8% | +113.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling