+250.7%
CP vs COO
+38.3%
+212.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.1% |
| 7D | +2.8% | +4.5% | -1.7% | +1.2% |
| 30D | +11.0% | +16.9% | -5.9% | +4.9% |
| 3M | +3.8% | -16.7% | +20.6% | +10.2% |
| 6M | +9.5% | +5.9% | +3.5% | +5.8% |
| YTD | +28.2% | -22.4% | +50.6% | +38.9% |
| 1Y | +33.0% | -10.1% | +43.1% | +35.9% |
| 3Y | +35.5% | -22.8% | +58.3% | +41.6% |
| 5Y | +25.8% | -41.4% | +67.2% | +44.2% |
| 10Y | +250.7% | +41.3% | +209.5% | +229.7% |
| All | +250.7% | +38.3% | +212.4% | +229.7% |
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