+476.0%
A vs COO
+2,060.7%
-1,584.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +1.1% |
| 7D | -1.9% | -2.2% | +0.3% | -1.1% |
| 30D | +6.9% | -7.0% | +13.9% | +9.7% |
| 3M | +9.2% | +12.2% | -3.0% | +4.2% |
| 6M | +25.7% | -15.1% | +40.8% | +32.9% |
| YTD | +11.5% | -15.1% | +26.6% | +18.0% |
| 1Y | +18.4% | +2.3% | +16.0% | +16.4% |
| 3Y | +26.6% | -23.7% | +50.3% | +36.1% |
| 5Y | -12.8% | -38.9% | +26.1% | +0.8% |
| 10Y | +247.2% | +49.9% | +197.3% | +191.2% |
| All | +476.0% | +2,060.7% | -1,584.6% | +125.8% |
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 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