+24.4%
CP vs COO
-41.6%
+66.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | +2.8% | +4.7% | -1.9% | +1.4% |
| 30D | +10.2% | +13.9% | -3.7% | +5.9% |
| 3M | +2.4% | -14.9% | +17.3% | +6.9% |
| 6M | +7.7% | +2.0% | +5.6% | +5.8% |
| YTD | +26.0% | -23.9% | +49.9% | +35.8% |
| 1Y | +34.6% | -9.6% | +44.3% | +37.1% |
| 3Y | +26.7% | -25.4% | +52.1% | +32.8% |
| All | +24.4% | -41.6% | +66.0% | +39.5% |
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