+26.8%
CP vs COO
-39.4%
+66.2%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +0.9% | -2.1% | +3.0% | +1.5% |
| 30D | +10.3% | +13.9% | -3.6% | +6.0% |
| 3M | +2.3% | -18.9% | +21.2% | +8.5% |
| 6M | +10.7% | +3.7% | +7.0% | +8.3% |
| YTD | +29.3% | -24.1% | +53.4% | +39.5% |
| 1Y | +31.5% | -14.2% | +45.7% | +36.1% |
| 3Y | +36.7% | -24.5% | +61.2% | +42.5% |
| 5Y | +26.8% | -40.4% | +67.2% | +40.5% |
| All | +26.8% | -39.4% | +66.2% | +40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling