+6,646.7%
CB vs COO
+33,726.1%
-27,079.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.8% |
| 7D | +0.5% | -2.2% | +2.7% | +0.7% |
| 30D | -3.1% | -7.0% | +3.9% | -2.5% |
| 3M | +9.0% | +12.2% | -3.3% | +7.7% |
| 6M | +2.9% | -15.1% | +18.0% | +4.3% |
| YTD | +10.1% | -15.1% | +25.2% | +11.6% |
| 1Y | +22.8% | +2.3% | +20.5% | +22.2% |
| 3Y | +73.8% | -23.7% | +97.5% | +76.3% |
| 5Y | +99.2% | -38.9% | +138.1% | +105.2% |
| 10Y | +218.2% | +49.9% | +168.3% | +203.8% |
| All | +6,646.7% | +33,726.1% | -27,079.4% | +5,601.2% |
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