+3,646.0%
ALL vs COO
+41,870.1%
-38,224.1%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.8% | -2.7% | -4.3% |
| 7D | -1.9% | +4.7% | -6.7% | -2.4% |
| 30D | +13.8% | +13.9% | -0.1% | +12.4% |
| 3M | -7.0% | -14.9% | +8.0% | -5.7% |
| 6M | +18.0% | +2.0% | +16.0% | +17.5% |
| YTD | +24.2% | -23.9% | +48.1% | +27.0% |
| 1Y | +31.2% | -9.6% | +40.8% | +31.9% |
| 3Y | +107.5% | -25.4% | +133.0% | +110.9% |
| 5Y | +144.8% | -41.2% | +186.0% | +153.2% |
| 10Y | +375.8% | +42.1% | +333.7% | +356.7% |
| All | +3,646.0% | +41,870.1% | -38,224.1% | +3,266.2% |
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