+28.8%
BB vs COO
+41.7%
-13.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.0% | +3.9% | +3.3% |
| 7D | +7.3% | -2.3% | +9.6% | +8.4% |
| 30D | +11.2% | +13.3% | -2.0% | +5.0% |
| 3M | +4.7% | -18.1% | +22.8% | +13.1% |
| 6M | +51.1% | +6.7% | +44.4% | +41.4% |
| YTD | +148.0% | -23.2% | +171.2% | +172.5% |
| 1Y | +106.1% | -12.3% | +118.4% | +110.4% |
| 3Y | +158.2% | -23.6% | +181.8% | +171.9% |
| 5Y | -10.8% | -38.7% | +27.9% | +4.2% |
| All | +28.8% | +41.7% | -13.0% | +7.0% |
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 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