+5,435.1%
CL vs COO
+5,456.7%
-21.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +5.9% | +5.3% | +0.7% | +5.6% |
| 30D | +13.8% | +12.5% | +1.2% | +13.0% |
| 3M | +6.4% | -15.1% | +21.5% | +7.2% |
| 6M | +15.6% | +3.7% | +11.9% | +15.3% |
| YTD | +27.9% | -22.5% | +50.4% | +29.4% |
| 1Y | +31.4% | -7.8% | +39.2% | +31.7% |
| 3Y | +41.4% | -24.1% | +65.5% | +42.6% |
| 5Y | +42.8% | -40.1% | +82.9% | +45.3% |
| 10Y | +79.7% | +44.7% | +35.0% | +75.3% |
| All | +5,435.1% | +5,456.7% | -21.6% | +4,997.1% |
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