+341.4%
CG vs COO
+43.7%
+297.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.7% | +0.6% | -0.6% |
| 7D | -1.3% | -2.3% | +1.0% | 0.0% |
| 30D | -3.2% | -8.8% | +5.6% | +1.9% |
| 3M | +6.2% | +1.3% | +4.9% | +4.8% |
| 6M | -4.7% | -11.6% | +6.9% | +1.3% |
| YTD | -20.6% | -17.4% | -3.2% | -12.3% |
| 1Y | -26.4% | -1.6% | -24.8% | -26.8% |
| 3Y | +55.4% | -22.6% | +78.0% | +70.6% |
| 5Y | +9.8% | -40.3% | +50.2% | +37.7% |
| 10Y | +341.4% | +45.2% | +296.2% | +314.7% |
| All | +341.4% | +43.7% | +297.6% | +314.7% |
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