+803.7%
B vs COO
+5,988.7%
-5,185.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.2% |
| 7D | -1.6% | -2.2% | +0.6% | -1.5% |
| 30D | +9.4% | -7.0% | +16.4% | +9.7% |
| 3M | +5.0% | +12.2% | -7.2% | +4.4% |
| 6M | -3.5% | -15.1% | +11.6% | -3.0% |
| YTD | +4.5% | -15.1% | +19.5% | +5.0% |
| 1Y | +67.8% | +2.3% | +65.4% | +67.5% |
| 3Y | +196.7% | -23.7% | +220.4% | +198.7% |
| 5Y | +151.9% | -38.9% | +190.9% | +154.8% |
| 10Y | +202.2% | +49.9% | +152.2% | +197.4% |
| All | +803.7% | +5,988.7% | -5,185.0% | +653.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling