+73.0%
CF vs COO
-23.4%
+96.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.5% | -1.7% | -3.2% |
| 7D | +6.0% | -2.2% | +8.2% | +6.1% |
| 30D | +14.8% | -7.0% | +21.9% | +15.0% |
| 3M | +14.1% | +12.2% | +1.8% | +13.8% |
| 6M | +28.5% | -15.1% | +43.6% | +30.5% |
| YTD | +74.9% | -15.1% | +90.0% | +77.5% |
| 1Y | +61.7% | +2.3% | +59.4% | +60.5% |
| All | +73.0% | -23.4% | +96.4% | +74.4% |
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