+50.2%
CG vs COO
-25.3%
+75.5%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.1% |
| 7D | -1.2% | +4.7% | -5.9% | -3.1% |
| 30D | +5.0% | +13.9% | -8.9% | -0.5% |
| 3M | -18.2% | -14.9% | -3.3% | -12.7% |
| 6M | -20.7% | +2.0% | -22.7% | -22.6% |
| YTD | -31.4% | -23.9% | -7.5% | -23.1% |
| 1Y | -22.3% | -9.6% | -12.6% | -19.2% |
| 3Y | +50.2% | -25.4% | +75.6% | +59.7% |
| All | +50.2% | -25.3% | +75.5% | +59.7% |
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 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