+60.4%
CF vs COO
-24.0%
+84.3%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.2% |
| 7D | +0.4% | +5.3% | -4.8% | +0.4% |
| 30D | +2.2% | +12.5% | -10.3% | +2.0% |
| 3M | +2.1% | -15.1% | +17.3% | +2.5% |
| 6M | -6.5% | +3.7% | -10.2% | -6.6% |
| YTD | +55.6% | -22.5% | +78.1% | +58.3% |
| 1Y | +42.3% | -7.8% | +50.1% | +41.8% |
| All | +60.4% | -24.0% | +84.3% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling