+3.1%
BB vs COO
+43.7%
-40.6%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +3.4% |
| 7D | +0.5% | -2.3% | +2.8% | +1.5% |
| 30D | -12.4% | -8.8% | -3.6% | -8.9% |
| 3M | -15.3% | +1.3% | -16.6% | -16.9% |
| 6M | +128.8% | -11.6% | +140.4% | +137.5% |
| YTD | +107.7% | -17.4% | +125.1% | +123.0% |
| 1Y | +103.9% | -1.6% | +105.5% | +98.2% |
| 3Y | +72.6% | -22.6% | +95.2% | +83.9% |
| 5Y | -24.3% | -40.3% | +16.1% | -9.9% |
| 10Y | +3.1% | +45.2% | -42.1% | -14.4% |
| All | +3.1% | +43.7% | -40.6% | -14.4% |
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