+604.2%
COST vs COO
+17.5%
+586.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -14.7% | +14.6% | +3.4% |
| 7D | -2.5% | -23.3% | +20.8% | +3.5% |
| 30D | -4.4% | -29.5% | +25.0% | +3.4% |
| 3M | -8.1% | -20.0% | +11.9% | -3.7% |
| 6M | -9.2% | -27.2% | +18.0% | -2.9% |
| YTD | +5.1% | -33.9% | +39.0% | +15.0% |
| 1Y | -5.1% | -19.9% | +14.9% | -1.6% |
| 3Y | +70.4% | -38.1% | +108.4% | +84.3% |
| 5Y | +104.7% | -52.0% | +156.7% | +134.5% |
| All | +604.2% | +17.5% | +586.7% | +553.5% |
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