-5.1%
CNC vs COO
-40.4%
+35.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.3% |
| 7D | +2.2% | +0.5% | +1.7% | +2.1% |
| 30D | +1.6% | +14.2% | -12.6% | -1.3% |
| 3M | +7.9% | -18.2% | +26.1% | +12.8% |
| 6M | +21.2% | +5.3% | +15.8% | +18.5% |
| YTD | +73.2% | -23.6% | +96.8% | +84.1% |
| 1Y | +97.5% | -12.7% | +110.2% | +102.4% |
| 3Y | -1.2% | -24.2% | +23.0% | +2.9% |
| All | -5.1% | -40.4% | +35.3% | +8.9% |
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