-45.0%
CPB vs COO
+43.7%
-88.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.7% | +4.5% | +2.2% |
| 7D | -8.2% | -2.3% | -5.9% | -7.9% |
| 30D | -5.6% | -8.8% | +3.2% | -4.4% |
| 3M | +3.0% | +1.3% | +1.6% | +2.8% |
| 6M | -12.7% | -11.6% | -1.1% | -11.4% |
| YTD | -18.0% | -17.4% | -0.6% | -16.0% |
| 1Y | -31.7% | -1.6% | -30.1% | -31.8% |
| 3Y | -41.0% | -22.6% | -18.3% | -40.0% |
| 5Y | -38.4% | -40.3% | +2.0% | -35.5% |
| 10Y | -45.0% | +45.2% | -90.1% | -49.3% |
| All | -45.0% | +43.7% | -88.7% | -49.3% |
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 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