+178.7%
B vs COO
-22.2%
+200.9%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -0.6% | -5.5% | -6.0% |
| 7D | +7.1% | +4.5% | +2.6% | +6.3% |
| 30D | -3.3% | +16.9% | -20.3% | -6.1% |
| 3M | -2.5% | -16.7% | +14.2% | +0.6% |
| 6M | -7.2% | +5.9% | -13.2% | -9.4% |
| YTD | -7.4% | -22.4% | +15.1% | -2.4% |
| 1Y | +16.4% | -10.1% | +26.5% | +18.8% |
| 3Y | +178.7% | -22.8% | +201.5% | +171.3% |
| All | +178.7% | -22.2% | +200.9% | +171.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling