+29.0%
BB vs COO
+40.7%
-11.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.0% | +4.4% |
| 7D | +15.0% | +4.3% | +10.7% | +12.9% |
| 30D | +3.5% | +17.6% | -14.1% | -4.0% |
| 3M | +2.7% | -13.9% | +16.5% | +8.4% |
| 6M | +44.7% | +6.6% | +38.2% | +35.7% |
| YTD | +143.3% | -22.0% | +165.3% | +165.4% |
| 1Y | +102.2% | -8.8% | +111.0% | +102.6% |
| 3Y | +156.1% | -21.5% | +177.6% | +166.2% |
| 5Y | -17.6% | -41.0% | +23.4% | -2.3% |
| 10Y | +29.0% | +40.9% | -11.9% | +8.6% |
| All | +29.0% | +40.7% | -11.8% | +8.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling