+911.5%
BE vs COO
+11.2%
+900.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.5% | +8.8% | +8.4% |
| 7D | +20.0% | -2.2% | +22.2% | +21.8% |
| 30D | +7.9% | -7.0% | +14.9% | +12.7% |
| 3M | -13.2% | +12.2% | -25.4% | -22.9% |
| 6M | +53.5% | -15.1% | +68.6% | +67.6% |
| YTD | +191.0% | -15.1% | +206.1% | +215.6% |
| 1Y | +360.5% | +2.3% | +358.2% | +324.7% |
| 3Y | +1,568.0% | -23.7% | +1,591.7% | +1,694.8% |
| 5Y | +1,055.2% | -38.9% | +1,094.1% | +1,414.3% |
| All | +911.5% | +11.2% | +900.3% | +656.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling