+147.2%
AR vs COO
-38.8%
+186.0%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +2.5% | -2.2% | +4.7% | +3.0% |
| 30D | +14.8% | -7.0% | +21.8% | +16.8% |
| 3M | +6.2% | +12.2% | -6.0% | +2.8% |
| 6M | +4.3% | -15.1% | +19.4% | +8.6% |
| YTD | +14.4% | -15.1% | +29.5% | +19.1% |
| 1Y | +21.3% | +2.3% | +19.0% | +19.1% |
| 3Y | +39.8% | -23.7% | +63.5% | +46.1% |
| All | +147.2% | -38.8% | +186.0% | +154.8% |
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