+895.8%
CCI vs COO
+1,961.6%
-1,065.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.4% |
| 7D | -0.4% | -2.2% | +1.8% | +0.3% |
| 30D | +2.7% | -7.0% | +9.7% | +4.8% |
| 3M | -18.2% | +12.2% | -30.4% | -21.3% |
| 6M | -14.8% | -15.1% | +0.3% | -11.1% |
| YTD | -12.6% | -15.1% | +2.5% | -8.9% |
| 1Y | -16.7% | +2.3% | -19.1% | -18.3% |
| 3Y | -10.5% | -23.7% | +13.2% | -6.3% |
| 5Y | -51.4% | -38.9% | -12.5% | -46.2% |
| 10Y | +20.0% | +49.9% | -29.9% | 0.0% |
| All | +895.8% | +1,961.6% | -1,065.8% | +225.5% |
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 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