+7,737.1%
CP vs COO
+5,456.7%
+2,280.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.6% |
| 7D | +6.1% | +5.3% | +0.8% | +5.7% |
| 30D | +9.8% | +12.5% | -2.8% | +8.8% |
| 3M | +2.7% | -15.1% | +17.9% | +3.9% |
| 6M | +12.8% | +3.7% | +9.1% | +12.3% |
| YTD | +28.2% | -22.5% | +50.7% | +30.3% |
| 1Y | +34.1% | -7.8% | +41.9% | +34.6% |
| 3Y | +28.9% | -24.1% | +53.0% | +30.7% |
| 5Y | +27.1% | -40.1% | +67.2% | +30.6% |
| 10Y | +264.8% | +44.7% | +220.1% | +255.9% |
| All | +7,737.1% | +5,456.7% | +2,280.4% | +6,849.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling