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CoCo plays both the traditional baroque and classical repertoire and lesser-known Scandinavian music, following their Nordic origins. They also perform opera at The Royal Opera in Copenhagen. They have performed with Emma Kirkby, Andreas Scholl, Andrew Manze, and others. From 2002, they have worked with the Estonian Philharmonic Chamber Choir.
Concerto Copenhagen has recorded the solo harpsichord concertos of J. S. Bach with Mortensen as soloist and many other works on record labels cpo and BIS. The orchestra is supported by The Danish State Arts Agency and National Danish Radio, which broadcasts their performances.