+4,850.5%
CL vs COO
+5,988.7%
-1,138.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -2.2% | -2.2% | 0.0% | -2.1% |
| 30D | -4.8% | -7.0% | +2.2% | -4.5% |
| 3M | +4.9% | +12.2% | -7.3% | +4.3% |
| 6M | -5.7% | -15.1% | +9.4% | -4.9% |
| YTD | +14.4% | -15.1% | +29.5% | +15.3% |
| 1Y | +8.7% | +2.3% | +6.4% | +8.5% |
| 3Y | +30.0% | -23.7% | +53.7% | +31.1% |
| 5Y | +28.4% | -38.9% | +67.3% | +30.5% |
| 10Y | +50.1% | +49.9% | +0.2% | +46.2% |
| All | +4,850.5% | +5,988.7% | -1,138.2% | +4,440.6% |
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