+256.9%
CP vs COO
+40.2%
+216.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -0.7% | -2.3% | +1.6% | +0.2% |
| 30D | +9.6% | +13.3% | -3.7% | +4.7% |
| 3M | +2.2% | -18.1% | +20.3% | +9.1% |
| 6M | +11.1% | +6.7% | +4.4% | +7.0% |
| YTD | +28.2% | -23.2% | +51.4% | +39.3% |
| 1Y | +32.2% | -12.3% | +44.4% | +36.3% |
| 3Y | +35.5% | -23.6% | +59.1% | +42.1% |
| 5Y | +26.8% | -38.7% | +65.5% | +42.6% |
| 10Y | +256.9% | +42.2% | +214.7% | +239.2% |
| All | +256.9% | +40.2% | +216.8% | +239.2% |
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 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