-16.7%
CCI vs COO
+4.1%
-20.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | -0.4% | -2.2% | +1.8% | -0.1% |
| 30D | +2.7% | -7.0% | +9.7% | +3.7% |
| 3M | -18.2% | +12.2% | -30.4% | -19.9% |
| 6M | -14.8% | -15.1% | +0.3% | -13.5% |
| YTD | -12.6% | -15.1% | +2.5% | -11.5% |
| 1Y | -16.7% | +2.3% | -19.1% | -16.5% |
| All | -16.7% | +4.1% | -20.9% | -16.5% |
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