+122.4%
CF vs COO
-39.4%
+161.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.4% | +7.6% | +6.2% |
| 7D | +0.4% | +5.3% | -4.8% | +0.1% |
| 30D | +2.2% | +12.5% | -10.3% | +1.5% |
| 3M | +2.1% | -15.1% | +17.3% | +3.1% |
| 6M | -6.5% | +3.7% | -10.2% | -6.9% |
| YTD | +55.6% | -22.5% | +78.1% | +58.7% |
| 1Y | +42.3% | -7.8% | +50.1% | +42.1% |
| 3Y | +55.7% | -24.1% | +79.8% | +57.4% |
| 5Y | +122.4% | -40.1% | +162.5% | +123.5% |
| All | +122.4% | -39.4% | +161.8% | +123.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling