-24.8%
CPB vs COO
-11.7%
-13.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -0.9% |
| 7D | -4.1% | -2.3% | -1.8% | -3.3% |
| 30D | +16.9% | +13.3% | +3.6% | +12.7% |
| 3M | -0.6% | -18.1% | +17.5% | +4.1% |
| 6M | +11.4% | +6.7% | +4.7% | +10.3% |
| YTD | -14.8% | -23.2% | +8.4% | -11.3% |
| 1Y | -24.8% | -12.3% | -12.5% | -23.2% |
| All | -24.8% | -11.7% | -13.1% | -23.2% |
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