+27.2%
B vs COO
-9.4%
+36.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.4% | +0.9% |
| 7D | +9.6% | +4.7% | +4.9% | +8.8% |
| 30D | +3.5% | +13.9% | -10.4% | +1.4% |
| 3M | -1.6% | -14.9% | +13.4% | +0.8% |
| 6M | -1.7% | +2.0% | -3.7% | -4.1% |
| YTD | -5.3% | -23.9% | +18.6% | +7.4% |
| 1Y | +27.2% | -9.6% | +36.8% | +36.7% |
| All | +27.2% | -9.4% | +36.6% | +36.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling