+108.4%
B vs COO
-39.4%
+147.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.8% |
| 7D | -6.2% | -2.1% | -4.1% | -5.7% |
| 30D | -6.6% | +13.9% | -20.5% | -9.7% |
| 3M | -7.9% | -18.9% | +11.1% | -3.1% |
| 6M | -16.8% | +3.7% | -20.5% | -18.8% |
| YTD | -11.7% | -24.1% | +12.4% | -5.4% |
| 1Y | +3.5% | -14.2% | +17.7% | +6.9% |
| 3Y | +165.7% | -24.5% | +190.2% | +175.6% |
| 5Y | +108.4% | -40.4% | +148.8% | +111.5% |
| All | +108.4% | -39.4% | +147.8% | +111.5% |
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