+714.7%
B vs COO
+5,456.7%
-4,742.1%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.6% |
| 7D | +4.3% | +5.3% | -0.9% | +4.1% |
| 30D | -0.9% | +12.5% | -13.5% | -1.4% |
| 3M | -1.4% | -15.1% | +13.8% | -0.8% |
| 6M | +5.0% | +3.7% | +1.3% | +4.7% |
| YTD | -5.8% | -22.5% | +16.7% | -5.1% |
| 1Y | +25.6% | -7.8% | +33.4% | +25.8% |
| 3Y | +161.6% | -24.1% | +185.7% | +163.4% |
| 5Y | +135.2% | -40.1% | +175.3% | +138.1% |
| 10Y | +170.7% | +44.7% | +126.1% | +166.8% |
| All | +714.7% | +5,456.7% | -4,742.1% | +581.4% |
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