-1.9%
BAH vs COO
-38.8%
+36.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.2% |
| 7D | -3.2% | -2.2% | -1.0% | -2.9% |
| 30D | +2.0% | -7.0% | +9.0% | +3.4% |
| 3M | -7.6% | +12.2% | -19.8% | -9.5% |
| 6M | -5.7% | -15.1% | +9.4% | -3.0% |
| YTD | -11.7% | -15.1% | +3.4% | -9.3% |
| 1Y | -27.4% | +2.3% | -29.7% | -27.8% |
| 3Y | -32.5% | -23.7% | -8.9% | -30.6% |
| All | -1.9% | -38.8% | +36.9% | +3.0% |
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 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