+124.1%
COF vs COO
-23.0%
+147.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.2% | -1.6% |
| 7D | +1.2% | -2.3% | +3.5% | +2.1% |
| 30D | -1.4% | -8.8% | +7.4% | +1.7% |
| 3M | +19.0% | +1.3% | +17.7% | +18.4% |
| 6M | +14.9% | -11.6% | +26.5% | +19.5% |
| YTD | -10.7% | -17.4% | +6.7% | -4.9% |
| 1Y | -1.3% | -1.6% | +0.3% | -0.8% |
| All | +124.1% | -23.0% | +147.1% | +137.3% |
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