+7,604.2%
CP vs COO
+5,356.1%
+2,248.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.6% |
| 7D | +2.8% | +4.7% | -1.9% | +2.4% |
| 30D | +10.2% | +13.9% | -3.7% | +9.1% |
| 3M | +2.4% | -14.9% | +17.3% | +3.5% |
| 6M | +7.7% | +2.0% | +5.6% | +7.3% |
| YTD | +26.0% | -23.9% | +49.9% | +28.3% |
| 1Y | +34.6% | -9.6% | +44.3% | +35.3% |
| 3Y | +26.7% | -25.4% | +52.1% | +28.6% |
| 5Y | +24.9% | -41.2% | +66.1% | +28.6% |
| 10Y | +258.6% | +42.1% | +216.5% | +250.4% |
| All | +7,604.2% | +5,356.1% | +2,248.1% | +6,741.1% |
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