+322.6%
COP vs COO
+47.8%
+274.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -0.6% |
| 7D | +3.0% | -2.2% | +5.2% | +3.7% |
| 30D | +17.5% | -7.0% | +24.5% | +20.3% |
| 3M | +13.4% | +12.2% | +1.2% | +8.2% |
| 6M | +17.7% | -15.1% | +32.8% | +23.4% |
| YTD | +46.6% | -15.1% | +61.7% | +53.6% |
| 1Y | +44.6% | +2.3% | +42.3% | +40.8% |
| 3Y | +20.7% | -23.7% | +44.4% | +26.0% |
| 5Y | +185.0% | -38.9% | +224.0% | +221.8% |
| All | +322.6% | +47.8% | +274.9% | +287.0% |
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