+593.0%
BE vs COO
-0.3%
+593.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.8% | +5.2% | +4.5% |
| 7D | -14.7% | +4.7% | -19.5% | -17.6% |
| 30D | -40.5% | +13.9% | -54.4% | -46.0% |
| 3M | -24.3% | -14.9% | -9.4% | -18.4% |
| 6M | -39.3% | +2.0% | -41.3% | -44.3% |
| YTD | +99.4% | -23.9% | +123.3% | +126.5% |
| 1Y | +26.6% | -9.6% | +36.2% | +25.2% |
| 3Y | +1,616.9% | -25.4% | +1,642.4% | +1,678.6% |
| 5Y | +441.4% | -41.2% | +482.6% | +595.8% |
| All | +593.0% | -0.3% | +593.3% | +442.8% |
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