-21.9%
BA vs COO
-40.8%
+18.8%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.1% | -1.4% |
| 7D | -1.7% | +4.3% | -6.0% | -3.1% |
| 30D | -9.5% | +17.6% | -27.0% | -14.2% |
| 3M | -26.5% | -13.9% | -12.6% | -23.1% |
| 6M | -27.4% | +6.6% | -33.9% | -29.9% |
| YTD | -20.6% | -22.0% | +1.4% | -14.4% |
| 1Y | -11.4% | -8.8% | -2.6% | -10.4% |
| 3Y | -10.8% | -21.5% | +10.6% | -9.0% |
| 5Y | -21.9% | -41.0% | +19.1% | -8.5% |
| All | -21.9% | -40.8% | +18.8% | -8.5% |
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