+65.5%
A vs COO
-24.0%
+89.6%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.3% |
| 7D | -0.5% | +0.5% | -0.9% | -0.6% |
| 30D | 0.0% | +14.2% | -14.2% | -4.9% |
| 3M | +16.7% | -18.2% | +34.9% | +25.3% |
| 6M | +54.8% | +5.3% | +49.5% | +49.3% |
| YTD | +28.8% | -23.6% | +52.4% | +41.5% |
| 1Y | +19.3% | -12.7% | +32.0% | +24.2% |
| 3Y | +65.5% | -24.2% | +89.7% | +74.8% |
| All | +65.5% | -24.0% | +89.6% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling