+568.3%
A vs COO
+1,836.2%
-1,267.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.4% |
| 7D | -0.1% | +4.7% | -4.8% | -1.8% |
| 30D | +3.4% | +13.9% | -10.5% | -1.7% |
| 3M | +23.8% | -14.9% | +38.8% | +30.1% |
| 6M | +49.0% | +2.0% | +47.0% | +45.7% |
| YTD | +29.4% | -23.9% | +53.3% | +41.1% |
| 1Y | +19.4% | -9.6% | +29.0% | +21.9% |
| 3Y | +66.2% | -25.4% | +91.6% | +78.6% |
| 5Y | +15.8% | -41.2% | +57.0% | +34.6% |
| 10Y | +326.1% | +42.1% | +284.0% | +261.9% |
| All | +568.3% | +1,836.2% | -1,267.9% | +170.0% |
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