+208.6%
B vs COO
+38.3%
+170.3%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -6.0% |
| 7D | +7.1% | +4.5% | +2.6% | +6.2% |
| 30D | -3.3% | +16.9% | -20.3% | -6.3% |
| 3M | -2.5% | -16.7% | +14.2% | +0.7% |
| 6M | -7.2% | +5.9% | -13.2% | -9.3% |
| YTD | -7.4% | -22.4% | +15.1% | -3.1% |
| 1Y | +16.4% | -10.1% | +26.5% | +18.1% |
| 3Y | +178.7% | -22.8% | +201.5% | +187.2% |
| 5Y | +121.7% | -41.4% | +163.1% | +133.2% |
| 10Y | +208.6% | +41.3% | +167.4% | +187.6% |
| All | +208.6% | +38.3% | +170.3% | +187.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling