+3,716.0%
ALL vs COO
+46,736.1%
-43,020.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.1% | -1.2% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | -1.5% | -7.0% | +5.5% | -0.8% |
| 3M | +23.6% | +12.2% | +11.4% | +22.2% |
| 6M | +22.3% | -15.1% | +37.5% | +24.1% |
| YTD | +26.5% | -15.1% | +41.6% | +28.3% |
| 1Y | +27.0% | +2.3% | +24.7% | +26.4% |
| 3Y | +149.6% | -23.7% | +173.3% | +153.4% |
| 5Y | +118.1% | -38.9% | +157.0% | +125.0% |
| 10Y | +369.0% | +49.9% | +319.0% | +348.1% |
| All | +3,716.0% | +46,736.1% | -43,020.1% | +3,299.0% |
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