-24.2%
AR vs COO
+120.3%
-144.6%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.3% |
| 7D | +2.5% | -2.2% | +4.7% | +3.1% |
| 30D | +14.8% | -7.0% | +21.8% | +17.1% |
| 3M | +6.2% | +12.2% | -6.0% | +2.3% |
| 6M | +4.3% | -15.1% | +19.4% | +8.6% |
| YTD | +14.4% | -15.1% | +29.5% | +19.0% |
| 1Y | +21.3% | +2.3% | +19.0% | +18.8% |
| 3Y | +39.8% | -23.7% | +63.5% | +46.0% |
| 5Y | +142.1% | -38.9% | +181.0% | +165.9% |
| 10Y | +52.0% | +49.9% | +2.1% | +28.1% |
| All | -24.2% | +120.3% | -144.6% | -40.8% |
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 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