+43.4%
CL vs COO
-40.4%
+83.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.7% | +1.1% | +1.7% |
| 7D | +3.2% | +0.5% | +2.8% | +3.1% |
| 30D | +8.0% | +14.2% | -6.1% | +5.8% |
| 3M | +7.9% | -18.2% | +26.1% | +11.1% |
| 6M | +14.7% | +5.3% | +9.4% | +13.4% |
| YTD | +29.2% | -23.6% | +52.7% | +33.9% |
| 1Y | +29.5% | -12.7% | +42.2% | +31.5% |
| 3Y | +40.7% | -24.2% | +64.9% | +43.2% |
| All | +43.4% | -40.4% | +83.7% | +49.2% |
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