+186.1%
COR vs COO
-38.8%
+224.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.5% | -0.4% | -1.6% |
| 7D | +2.8% | -2.2% | +5.0% | +3.1% |
| 30D | +4.5% | -7.0% | +11.5% | +5.6% |
| 3M | +22.7% | +12.2% | +10.5% | +20.5% |
| 6M | -9.7% | -15.1% | +5.4% | -7.9% |
| YTD | -1.4% | -15.1% | +13.7% | +0.5% |
| 1Y | +13.9% | +2.3% | +11.6% | +13.1% |
| 3Y | +94.0% | -23.7% | +117.6% | +98.5% |
| All | +186.1% | -38.8% | +224.9% | +207.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling