+157.6%
B vs COO
-38.8%
+196.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.8% |
| 7D | -1.6% | -2.2% | +0.6% | -1.0% |
| 30D | +9.4% | -7.0% | +16.4% | +11.4% |
| 3M | +5.0% | +12.2% | -7.2% | +1.1% |
| 6M | -3.5% | -15.1% | +11.6% | +0.6% |
| YTD | +4.5% | -15.1% | +19.5% | +8.9% |
| 1Y | +67.8% | +2.3% | +65.4% | +65.9% |
| 3Y | +196.7% | -23.7% | +220.4% | +210.7% |
| All | +157.6% | -38.8% | +196.4% | +142.3% |
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 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