-42.1%
CPB vs COO
+40.1%
-82.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.9% |
| 7D | -5.8% | -2.1% | -3.7% | -5.5% |
| 30D | +16.5% | +13.9% | +2.5% | +14.3% |
| 3M | -1.1% | -18.9% | +17.9% | +1.6% |
| 6M | +11.5% | +3.7% | +7.7% | +10.8% |
| YTD | -15.7% | -24.1% | +8.4% | -12.9% |
| 1Y | -24.7% | -14.2% | -10.5% | -23.4% |
| 3Y | -37.3% | -24.5% | -12.8% | -36.0% |
| 5Y | -35.0% | -40.4% | +5.4% | -32.2% |
| All | -42.1% | +40.1% | -82.1% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling