-33.3%
CPB vs COO
-40.4%
+7.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.7% | +2.4% | +3.1% |
| 7D | -1.6% | +0.5% | -2.0% | -1.6% |
| 30D | +19.2% | +14.2% | +5.1% | +16.9% |
| 3M | -0.9% | -18.2% | +17.3% | +1.5% |
| 6M | +15.2% | +5.3% | +9.9% | +14.4% |
| YTD | -13.1% | -23.6% | +10.5% | -10.5% |
| 1Y | -22.4% | -12.7% | -9.7% | -21.4% |
| 3Y | -35.3% | -24.2% | -11.1% | -34.3% |
| All | -33.3% | -40.4% | +7.1% | -30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling