+122.2%
ALL vs COO
-38.8%
+161.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.0% |
| 7D | 0.0% | -2.2% | +2.2% | +0.5% |
| 30D | -1.5% | -7.0% | +5.5% | 0.0% |
| 3M | +23.6% | +12.2% | +11.4% | +20.4% |
| 6M | +22.3% | -15.1% | +37.5% | +26.0% |
| YTD | +26.5% | -15.1% | +41.6% | +30.3% |
| 1Y | +27.0% | +2.3% | +24.7% | +25.3% |
| 3Y | +149.6% | -23.7% | +173.3% | +156.2% |
| All | +122.2% | -38.8% | +161.0% | +136.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling