+34.6%
CP vs COO
-7.7%
+42.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.9% | -2.4% | +2.1% |
| 7D | +5.6% | +8.4% | -2.9% | +3.7% |
| 30D | +10.0% | +13.5% | -3.4% | +7.0% |
| 3M | +4.4% | -13.8% | +18.1% | +8.1% |
| 6M | +14.1% | +4.7% | +9.4% | +12.1% |
| YTD | +29.1% | -21.4% | +50.5% | +38.2% |
| 1Y | +34.6% | -6.7% | +41.3% | +35.3% |
| All | +34.6% | -7.7% | +42.2% | +35.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling