+27.5%
BB vs COO
+38.3%
-10.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.6% |
| 7D | +11.6% | +4.5% | +7.1% | +9.6% |
| 30D | +2.6% | +16.9% | -14.3% | -4.6% |
| 3M | +3.5% | -16.7% | +20.2% | +11.0% |
| 6M | +43.5% | +5.9% | +37.5% | +34.9% |
| YTD | +141.2% | -22.4% | +163.6% | +163.7% |
| 1Y | +97.4% | -10.1% | +107.5% | +99.2% |
| 3Y | +151.1% | -22.8% | +173.9% | +163.3% |
| 5Y | -12.8% | -41.4% | +28.6% | +3.7% |
| 10Y | +27.5% | +41.3% | -13.8% | +7.4% |
| All | +27.5% | +38.3% | -10.9% | +7.4% |
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 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