+21.0%
BEN vs COO
-41.6%
+62.6%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.5% |
| 7D | +6.6% | +4.7% | +1.9% | +4.5% |
| 30D | +3.8% | +13.9% | -10.1% | -1.9% |
| 3M | +0.2% | -14.9% | +15.2% | +6.6% |
| 6M | +10.4% | +2.0% | +8.4% | +6.8% |
| YTD | +46.2% | -23.9% | +70.1% | +63.3% |
| 1Y | +52.3% | -9.6% | +61.9% | +55.9% |
| 3Y | +65.9% | -25.4% | +91.4% | +78.4% |
| All | +21.0% | -41.6% | +62.6% | +38.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling