+3,754.3%
ALL vs COO
+42,253.7%
-38,499.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | -2.6% | -2.3% | -0.2% | -2.3% |
| 30D | +12.7% | +13.3% | -0.6% | +11.4% |
| 3M | +0.4% | -18.1% | +18.5% | +2.1% |
| 6M | +23.8% | +6.7% | +17.1% | +22.7% |
| YTD | +27.8% | -23.2% | +51.0% | +30.6% |
| 1Y | +28.9% | -12.3% | +41.2% | +30.0% |
| 3Y | +113.9% | -23.6% | +137.4% | +116.8% |
| 5Y | +157.4% | -38.7% | +196.1% | +165.2% |
| 10Y | +369.0% | +42.2% | +326.8% | +350.1% |
| All | +3,754.3% | +42,253.7% | -38,499.4% | +3,360.3% |
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