+577.4%
CF vs COO
+49.3%
+528.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -2.8% |
| 7D | +6.0% | -2.2% | +8.2% | +6.6% |
| 30D | +14.8% | -7.0% | +21.9% | +17.0% |
| 3M | +14.1% | +12.2% | +1.8% | +9.9% |
| 6M | +28.5% | -15.1% | +43.6% | +33.4% |
| YTD | +74.9% | -15.1% | +90.0% | +81.4% |
| 1Y | +61.7% | +2.3% | +59.4% | +57.4% |
| 3Y | +80.3% | -23.7% | +104.0% | +86.5% |
| 5Y | +226.0% | -38.9% | +264.9% | +262.2% |
| All | +577.4% | +49.3% | +528.1% | +502.7% |
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