+471.5%
CF vs COO
+41.1%
+430.4%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +4.8% | +0.5% | +4.3% | +4.6% |
| 30D | +4.7% | +14.2% | -9.4% | +0.9% |
| 3M | +7.4% | -18.2% | +25.6% | +12.4% |
| 6M | +0.6% | +5.3% | -4.8% | -2.3% |
| YTD | +64.1% | -23.6% | +87.7% | +73.7% |
| 1Y | +51.4% | -12.7% | +64.1% | +53.3% |
| 3Y | +67.8% | -24.2% | +92.0% | +70.9% |
| 5Y | +114.1% | -40.0% | +154.1% | +133.0% |
| All | +471.5% | +41.1% | +430.4% | +431.5% |
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 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