+305.9%
CG vs COO
+38.3%
+267.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.9% | -1.1% |
| 7D | +2.0% | +4.5% | -2.5% | -0.4% |
| 30D | +8.5% | +16.9% | -8.4% | -0.3% |
| 3M | -12.1% | -16.7% | +4.6% | -3.6% |
| 6M | -16.4% | +5.9% | -22.4% | -20.7% |
| YTD | -28.0% | -22.4% | -5.5% | -18.3% |
| 1Y | -18.9% | -10.1% | -8.8% | -15.5% |
| 3Y | +51.2% | -22.8% | +74.0% | +64.4% |
| 5Y | -15.9% | -41.4% | +25.5% | +5.8% |
| 10Y | +305.9% | +41.3% | +264.7% | +299.8% |
| All | +305.9% | +38.3% | +267.6% | +299.8% |
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