+17.8%
CP vs COO
-23.4%
+41.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.7% |
| 7D | -2.7% | -2.2% | -0.5% | -2.1% |
| 30D | +0.2% | -7.0% | +7.2% | +2.0% |
| 3M | +2.6% | +12.2% | -9.6% | -0.6% |
| 6M | +6.0% | -15.1% | +21.1% | +10.2% |
| YTD | +24.9% | -15.1% | +40.0% | +29.8% |
| 1Y | +20.1% | +2.3% | +17.8% | +18.7% |
| All | +17.8% | -23.4% | +41.2% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling