-1.3%
CNC vs COO
-23.3%
+22.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -0.9% | -3.1% |
| 7D | -1.0% | -2.3% | +1.3% | -0.5% |
| 30D | -1.8% | -8.8% | +7.0% | -0.1% |
| 3M | -0.7% | +1.3% | -2.0% | -1.1% |
| 6M | +47.9% | -11.6% | +59.5% | +52.0% |
| YTD | +56.9% | -17.4% | +74.3% | +63.6% |
| 1Y | +123.9% | -1.6% | +125.5% | +124.2% |
| 3Y | -1.3% | -22.6% | +21.4% | +4.2% |
| All | -1.3% | -23.3% | +22.0% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling