-18.0%
CPB vs COO
-7.7%
-10.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +5.9% | 0.0% | +3.9% |
| 7D | +13.0% | +8.4% | +4.5% | +10.0% |
| 30D | +20.5% | +13.5% | +7.0% | +15.9% |
| 3M | +2.2% | -13.8% | +15.9% | +5.5% |
| 6M | +15.4% | +4.7% | +10.7% | +14.0% |
| YTD | -12.3% | -21.4% | +9.1% | -8.7% |
| 1Y | -18.0% | -6.7% | -11.2% | -20.3% |
| All | -18.0% | -7.7% | -10.3% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling