+737.9%
BE vs COO
+0.6%
+737.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | -1.0% | +14.0% | +13.6% |
| 7D | +4.5% | -2.3% | +6.8% | +6.3% |
| 30D | -20.1% | +13.3% | -33.4% | -27.1% |
| 3M | -0.8% | -18.1% | +17.3% | +10.1% |
| 6M | -26.2% | +6.7% | -32.9% | -34.2% |
| YTD | +141.1% | -23.2% | +164.3% | +172.5% |
| 1Y | +64.8% | -12.3% | +77.1% | +67.5% |
| 3Y | +1,887.4% | -23.6% | +1,910.9% | +1,922.3% |
| 5Y | +518.1% | -38.7% | +556.8% | +669.2% |
| All | +737.9% | +0.6% | +737.3% | +553.1% |
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