-30.0%
BAX vs COO
-23.4%
-6.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.8% |
| 7D | -1.1% | -2.2% | +1.1% | 0.0% |
| 30D | -5.5% | -7.0% | +1.6% | -1.9% |
| 3M | +33.5% | +12.2% | +21.3% | +26.4% |
| 6M | +35.9% | -15.1% | +51.0% | +46.6% |
| YTD | +35.4% | -15.1% | +50.4% | +46.3% |
| 1Y | +9.8% | +2.3% | +7.4% | +9.3% |
| All | -30.0% | -23.4% | -6.5% | -28.0% |
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 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