+475.2%
COR vs COO
+40.1%
+435.1%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.0% | +0.2% |
| 7D | +2.9% | -2.1% | +4.9% | +3.5% |
| 30D | +5.8% | +13.9% | -8.1% | +2.0% |
| 3M | +11.4% | -18.9% | +30.4% | +17.6% |
| 6M | +34.5% | +3.7% | +30.7% | +31.8% |
| YTD | +4.1% | -24.1% | +28.2% | +11.4% |
| 1Y | -3.1% | -14.2% | +11.1% | -0.2% |
| 3Y | +80.9% | -24.5% | +105.3% | +85.8% |
| 5Y | +195.1% | -40.4% | +235.6% | +226.9% |
| All | +475.2% | +40.1% | +435.1% | +349.5% |
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