+119.1%
ALL vs COO
-24.0%
+143.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.4% | +0.3% |
| 7D | +5.0% | +0.5% | +4.6% | +5.0% |
| 30D | +13.3% | +14.2% | -0.8% | +11.4% |
| 3M | +3.2% | -18.2% | +21.4% | +5.8% |
| 6M | +25.3% | +5.3% | +20.0% | +24.1% |
| YTD | +30.5% | -23.6% | +54.0% | +34.1% |
| 1Y | +29.2% | -12.7% | +41.9% | +30.6% |
| 3Y | +119.1% | -24.2% | +143.3% | +123.4% |
| All | +119.1% | -24.0% | +143.2% | +123.4% |
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