+381.4%
CPB vs COO
+5,356.1%
-4,974.7%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | +8.0% | +4.7% | +3.3% | +7.8% |
| 30D | +22.4% | +13.9% | +8.5% | +21.8% |
| 3M | +2.5% | -14.9% | +17.5% | +3.1% |
| 6M | +12.2% | +2.0% | +10.2% | +12.1% |
| YTD | -12.8% | -23.9% | +11.1% | -12.0% |
| 1Y | -19.2% | -9.6% | -9.5% | -18.9% |
| 3Y | -35.6% | -25.4% | -10.1% | -35.1% |
| 5Y | -31.4% | -41.2% | +9.8% | -30.5% |
| 10Y | -37.9% | +42.1% | -80.0% | -39.1% |
| All | +381.4% | +5,356.1% | -4,974.7% | +349.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling