+59.4%
BE vs COO
-13.9%
+73.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.9% |
| 7D | +20.5% | -2.1% | +22.6% | +19.9% |
| 30D | -23.4% | +13.9% | -37.3% | -21.1% |
| 3M | -14.9% | -18.9% | +4.1% | -17.7% |
| 6M | -28.1% | +3.7% | -31.8% | -29.5% |
| YTD | +132.4% | -24.1% | +156.5% | +156.1% |
| 1Y | +59.4% | -14.2% | +73.6% | +63.7% |
| All | +59.4% | -13.9% | +73.3% | +63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling