+492.2%
COR vs COO
+41.1%
+451.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.2% | +2.7% |
| 7D | +7.8% | +0.5% | +7.4% | +7.7% |
| 30D | +7.0% | +14.2% | -7.2% | +3.1% |
| 3M | +16.3% | -18.2% | +34.5% | +22.4% |
| 6M | +41.3% | +5.3% | +35.9% | +37.8% |
| YTD | +7.1% | -23.6% | +30.7% | +14.5% |
| 1Y | -0.8% | -12.7% | +11.9% | +1.7% |
| 3Y | +85.0% | -24.2% | +109.2% | +89.9% |
| 5Y | +203.9% | -40.0% | +243.8% | +235.8% |
| All | +492.2% | +41.1% | +451.1% | +361.8% |
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