+22.5%
CCI vs COO
+36.7%
-14.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.2% | +5.2% | +1.1% |
| 7D | -0.3% | -9.0% | +8.7% | +2.9% |
| 30D | +2.1% | -16.8% | +19.0% | +8.6% |
| 3M | -17.8% | -7.5% | -10.3% | -16.0% |
| 6M | -14.2% | -16.3% | +2.1% | -9.5% |
| YTD | -13.3% | -22.5% | +9.2% | -6.2% |
| 1Y | -16.6% | -7.0% | -9.6% | -15.9% |
| 3Y | -10.8% | -27.5% | +16.6% | -4.4% |
| 5Y | -50.3% | -43.3% | -7.0% | -42.9% |
| 10Y | +22.5% | +37.6% | -15.1% | +3.8% |
| All | +22.5% | +36.7% | -14.2% | +3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling