+41.3%
CL vs COO
-40.8%
+82.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +1.0% |
| 7D | +0.5% | +4.3% | -3.8% | -0.2% |
| 30D | +11.6% | +17.6% | -6.0% | +8.7% |
| 3M | +5.6% | -13.9% | +19.5% | +7.9% |
| 6M | +13.2% | +6.6% | +6.6% | +11.6% |
| YTD | +26.9% | -22.0% | +48.9% | +31.1% |
| 1Y | +27.3% | -8.8% | +36.1% | +28.4% |
| 3Y | +39.7% | -21.5% | +61.2% | +41.3% |
| 5Y | +41.3% | -41.0% | +82.3% | +48.3% |
| All | +41.3% | -40.8% | +82.1% | +48.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling