+121.3%
BB vs COO
-15.8%
+137.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.6% |
| 7D | -5.6% | -2.2% | -3.4% | -6.5% |
| 30D | -11.8% | -7.0% | -4.8% | -14.1% |
| 3M | -25.5% | +12.2% | -37.7% | -22.5% |
| 6M | +121.3% | -15.1% | +136.4% | +167.6% |
| All | +121.3% | -15.8% | +137.0% | +167.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling