+51.4%
CF vs COO
-12.3%
+63.7%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | +0.3% |
| 7D | +4.8% | +0.5% | +4.3% | +4.9% |
| 30D | +4.7% | +14.2% | -9.4% | +7.4% |
| 3M | +7.4% | -18.2% | +25.6% | +2.4% |
| 6M | +0.6% | +5.3% | -4.8% | +5.6% |
| YTD | +64.1% | -23.6% | +87.7% | +58.2% |
| 1Y | +51.4% | -12.7% | +64.1% | +43.9% |
| All | +51.4% | -12.3% | +63.7% | +43.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling