-27.5%
BAH vs COO
-24.0%
-3.4%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.7% | -1.0% | -0.3% |
| 7D | +1.7% | +0.5% | +1.2% | +1.7% |
| 30D | +20.8% | +14.2% | +6.6% | +19.1% |
| 3M | +11.6% | -18.2% | +29.8% | +14.6% |
| 6M | +23.1% | +5.3% | +17.8% | +21.9% |
| YTD | +5.3% | -23.6% | +28.8% | +9.1% |
| 1Y | +6.1% | -12.7% | +18.8% | +8.0% |
| 3Y | -27.5% | -24.2% | -3.3% | -27.4% |
| All | -27.5% | -24.0% | -3.4% | -27.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling