+688.8%
B vs COO
+5,406.0%
-4,717.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.5% |
| 7D | -2.7% | -2.3% | -0.4% | -2.6% |
| 30D | -4.3% | +13.3% | -17.6% | -4.8% |
| 3M | -2.3% | -18.1% | +15.8% | -1.6% |
| 6M | -16.2% | +6.7% | -22.9% | -16.6% |
| YTD | -8.8% | -23.2% | +14.4% | -8.0% |
| 1Y | +11.4% | -12.3% | +23.6% | +11.8% |
| 3Y | +174.3% | -23.6% | +197.8% | +176.1% |
| 5Y | +116.2% | -38.7% | +154.9% | +118.7% |
| 10Y | +222.7% | +42.2% | +180.5% | +218.3% |
| All | +688.8% | +5,406.0% | -4,717.2% | +560.0% |
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