+8.0%
CCI vs COO
-23.3%
+31.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.5% | -3.4% | -1.4% |
| 7D | +0.9% | +4.3% | -3.4% | +0.1% |
| 30D | +10.3% | +17.6% | -7.3% | +6.8% |
| 3M | +17.9% | -13.9% | +31.8% | +21.1% |
| 6M | -0.5% | +6.6% | -7.0% | -2.6% |
| YTD | +2.7% | -22.0% | +24.7% | +7.4% |
| 1Y | +3.1% | -8.8% | +11.9% | +4.0% |
| 3Y | +8.0% | -21.5% | +29.4% | +10.6% |
| All | +8.0% | -23.3% | +31.3% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling