+487.0%
CF vs COO
+40.7%
+446.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.7% |
| 7D | -0.9% | +4.3% | -5.2% | -2.1% |
| 30D | +6.9% | +17.6% | -10.6% | +2.3% |
| 3M | +4.8% | -13.9% | +18.7% | +8.3% |
| 6M | +4.7% | +6.6% | -1.9% | +1.4% |
| YTD | +56.5% | -22.0% | +78.5% | +64.8% |
| 1Y | +48.4% | -8.8% | +57.2% | +48.5% |
| 3Y | +59.1% | -21.5% | +80.6% | +60.4% |
| 5Y | +109.5% | -41.0% | +150.5% | +130.7% |
| 10Y | +487.0% | +40.9% | +446.1% | +443.0% |
| All | +487.0% | +40.7% | +446.3% | +443.0% |
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