+675.5%
BE vs COO
+2.2%
+673.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.5% | +9.4% | +10.3% |
| 7D | -1.2% | +4.3% | -5.5% | -4.0% |
| 30D | -30.9% | +17.6% | -48.5% | -38.4% |
| 3M | -11.6% | -13.9% | +2.3% | -5.2% |
| 6M | -25.7% | +6.6% | -32.3% | -33.6% |
| YTD | +123.1% | -22.0% | +145.1% | +149.9% |
| 1Y | +43.4% | -8.8% | +52.2% | +41.6% |
| 3Y | +1,683.6% | -21.5% | +1,705.1% | +1,678.3% |
| 5Y | +465.4% | -41.0% | +506.4% | +630.8% |
| All | +675.5% | +2.2% | +673.3% | +498.9% |
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