+4,499.1%
COP vs COO
+5,493.5%
-994.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.5% | -3.8% | -1.5% |
| 7D | -8.4% | +4.3% | -12.7% | -8.7% |
| 30D | +0.3% | +17.6% | -17.3% | -1.0% |
| 3M | +15.1% | -13.9% | +29.0% | +16.1% |
| 6M | +19.8% | +6.6% | +13.2% | +18.8% |
| YTD | +46.8% | -22.0% | +68.8% | +48.8% |
| 1Y | +59.7% | -8.8% | +68.5% | +60.0% |
| 3Y | +28.7% | -21.5% | +50.2% | +29.6% |
| 5Y | +110.7% | -41.0% | +151.7% | +115.7% |
| 10Y | +298.3% | +40.9% | +257.4% | +287.7% |
| All | +4,499.1% | +5,493.5% | -994.3% | +3,917.6% |
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