-40.5%
CPB vs COO
+40.7%
-81.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.6% |
| 7D | +3.3% | +4.3% | -1.0% | +2.6% |
| 30D | +19.0% | +17.6% | +1.4% | +16.2% |
| 3M | +0.4% | -13.9% | +14.3% | +2.3% |
| 6M | +13.0% | +6.6% | +6.4% | +11.8% |
| YTD | -12.7% | -22.0% | +9.3% | -10.2% |
| 1Y | -20.9% | -8.8% | -12.1% | -20.2% |
| 3Y | -35.4% | -21.5% | -13.9% | -34.5% |
| 5Y | -32.3% | -41.0% | +8.7% | -29.2% |
| 10Y | -40.5% | +40.9% | -81.4% | -43.0% |
| All | -40.5% | +40.7% | -81.2% | -43.0% |
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