+7,262.2%
CB vs COO
+30,770.7%
-23,508.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | +2.6% | +5.3% | -2.7% | +2.1% |
| 30D | +11.2% | +12.5% | -1.3% | +9.9% |
| 3M | +5.7% | -15.1% | +20.9% | +7.1% |
| 6M | +15.9% | +3.7% | +12.2% | +15.2% |
| YTD | +20.2% | -22.5% | +42.7% | +22.6% |
| 1Y | +32.4% | -7.8% | +40.2% | +32.8% |
| 3Y | +75.5% | -24.1% | +99.6% | +77.9% |
| 5Y | +105.5% | -40.1% | +145.6% | +111.8% |
| 10Y | +258.5% | +44.7% | +213.8% | +243.2% |
| All | +7,262.2% | +30,770.7% | -23,508.5% | +6,162.8% |
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