+114.6%
ALL vs COO
-23.7%
+138.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -2.6% | -2.3% | -0.2% | -2.2% |
| 30D | +12.7% | +13.3% | -0.6% | +10.9% |
| 3M | +0.4% | -18.1% | +18.5% | +2.9% |
| 6M | +23.8% | +6.7% | +17.1% | +22.4% |
| YTD | +27.8% | -23.2% | +51.0% | +31.3% |
| 1Y | +28.9% | -12.3% | +41.2% | +30.2% |
| All | +114.6% | -23.7% | +138.3% | +118.7% |
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