+84.9%
CL vs COO
+38.3%
+46.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.3% |
| 7D | +2.6% | +4.5% | -1.9% | +1.6% |
| 30D | +11.8% | +16.9% | -5.2% | +7.9% |
| 3M | +5.9% | -16.7% | +22.6% | +9.9% |
| 6M | +13.3% | +5.9% | +7.4% | +11.2% |
| YTD | +27.1% | -22.4% | +49.5% | +33.5% |
| 1Y | +28.0% | -10.1% | +38.1% | +29.9% |
| 3Y | +39.4% | -22.8% | +62.2% | +42.6% |
| 5Y | +40.8% | -41.4% | +82.2% | +52.7% |
| 10Y | +84.9% | +41.3% | +43.6% | +59.3% |
| All | +84.9% | +38.3% | +46.5% | +59.3% |
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