+145.0%
ALL vs COO
-41.6%
+186.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.1% |
| 7D | -1.9% | +4.7% | -6.7% | -2.8% |
| 30D | +13.8% | +13.9% | -0.1% | +10.9% |
| 3M | -7.0% | -14.9% | +8.0% | -4.2% |
| 6M | +18.0% | +2.0% | +16.0% | +16.8% |
| YTD | +24.2% | -23.9% | +48.1% | +30.3% |
| 1Y | +31.2% | -9.6% | +40.8% | +32.5% |
| 3Y | +107.5% | -25.4% | +133.0% | +111.8% |
| All | +145.0% | -41.6% | +186.6% | +160.7% |
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 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