+4,577.2%
CNC vs COO
+1,087.1%
+3,490.1%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | 0.0% | -0.9% |
| 7D | +3.5% | -2.2% | +5.8% | +4.3% |
| 30D | +0.1% | -7.0% | +7.1% | +2.6% |
| 3M | +6.9% | +12.2% | -5.3% | +2.2% |
| 6M | +49.0% | -15.1% | +64.1% | +56.3% |
| YTD | +62.9% | -15.1% | +78.0% | +70.7% |
| 1Y | +134.0% | +2.3% | +131.7% | +129.0% |
| 3Y | +9.4% | -23.7% | +33.1% | +15.1% |
| 5Y | +4.1% | -38.9% | +43.1% | +16.3% |
| 10Y | +95.4% | +49.9% | +45.5% | +58.0% |
| All | +4,577.2% | +1,087.1% | +3,490.1% | +1,615.7% |
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