+329.9%
COP vs COO
+40.1%
+289.8%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.0% |
| 7D | +3.4% | -2.1% | +5.5% | +4.0% |
| 30D | -0.6% | +13.9% | -14.5% | -5.0% |
| 3M | +10.8% | -18.9% | +29.7% | +17.4% |
| 6M | +19.6% | +3.7% | +15.9% | +15.7% |
| YTD | +52.9% | -24.1% | +77.0% | +64.5% |
| 1Y | +62.2% | -14.2% | +76.4% | +66.5% |
| 3Y | +32.4% | -24.5% | +56.8% | +35.8% |
| 5Y | +129.7% | -40.4% | +170.2% | +154.9% |
| All | +329.9% | +40.1% | +289.8% | +322.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling