+280.5%
CG vs COO
+186.0%
+94.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | +0.3% |
| 7D | -1.2% | +4.7% | -5.9% | -3.4% |
| 30D | +5.0% | +13.9% | -8.9% | -1.5% |
| 3M | -18.2% | -14.9% | -3.3% | -12.1% |
| 6M | -20.7% | +2.0% | -22.7% | -22.9% |
| YTD | -31.4% | -23.9% | -7.5% | -22.4% |
| 1Y | -22.3% | -9.6% | -12.6% | -19.5% |
| 3Y | +50.2% | -25.4% | +75.6% | +65.7% |
| 5Y | -22.1% | -41.2% | +19.1% | -4.2% |
| 10Y | +295.5% | +42.1% | +253.5% | +250.7% |
| All | +280.5% | +186.0% | +94.5% | +179.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling