+38.4%
CP vs COO
-24.0%
+62.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.7% |
| 7D | +2.1% | +0.5% | +1.7% | +2.0% |
| 30D | +9.3% | +14.2% | -4.8% | +5.9% |
| 3M | +0.5% | -18.2% | +18.7% | +5.1% |
| 6M | +10.4% | +5.3% | +5.1% | +8.2% |
| YTD | +28.7% | -23.6% | +52.3% | +36.6% |
| 1Y | +33.2% | -12.7% | +45.9% | +36.6% |
| 3Y | +38.4% | -24.2% | +62.6% | +40.2% |
| All | +38.4% | -24.0% | +62.5% | +40.2% |
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 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