-50.8%
CCI vs COO
-39.5%
-11.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.1% |
| 7D | +0.2% | -2.3% | +2.5% | +0.9% |
| 30D | +0.5% | -8.8% | +9.3% | +3.4% |
| 3M | -16.3% | +1.3% | -17.6% | -17.0% |
| 6M | -13.9% | -11.6% | -2.4% | -10.9% |
| YTD | -12.4% | -17.4% | +5.0% | -7.4% |
| 1Y | -15.2% | -1.6% | -13.6% | -16.0% |
| 3Y | -9.9% | -22.6% | +12.8% | -5.8% |
| 5Y | -50.8% | -40.3% | -10.5% | -48.8% |
| All | -50.8% | -39.5% | -11.4% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling