+257.6%
CP vs COO
+40.7%
+216.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.1% |
| 7D | +2.8% | +4.3% | -1.5% | +1.2% |
| 30D | +11.3% | +17.6% | -6.3% | +5.0% |
| 3M | +2.9% | -13.9% | +16.7% | +7.8% |
| 6M | +9.8% | +6.6% | +3.2% | +5.8% |
| YTD | +28.5% | -22.0% | +50.5% | +38.9% |
| 1Y | +33.5% | -8.8% | +42.3% | +35.7% |
| 3Y | +31.9% | -21.5% | +53.4% | +36.9% |
| 5Y | +25.5% | -41.0% | +66.5% | +43.5% |
| 10Y | +257.6% | +40.9% | +216.7% | +236.9% |
| All | +257.6% | +40.7% | +216.9% | +236.9% |
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