+181.4%
COR vs COO
-41.6%
+223.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.5% |
| 7D | +0.8% | +4.7% | -3.9% | +0.2% |
| 30D | +5.1% | +13.9% | -8.8% | +3.3% |
| 3M | +2.8% | -14.9% | +17.8% | +4.9% |
| 6M | +32.5% | +2.0% | +30.5% | +31.7% |
| YTD | -0.7% | -23.9% | +23.3% | +2.6% |
| 1Y | -6.7% | -9.6% | +2.9% | -5.9% |
| 3Y | +73.7% | -25.4% | +99.2% | +76.7% |
| All | +181.4% | -41.6% | +223.0% | +205.2% |
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