+4,762.1%
BEN vs COO
+5,356.1%
-594.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +4.9% |
| 7D | +6.6% | +4.7% | +1.9% | +6.1% |
| 30D | +3.8% | +13.9% | -10.1% | +2.4% |
| 3M | +0.2% | -14.9% | +15.2% | +1.7% |
| 6M | +10.4% | +2.0% | +8.4% | +9.8% |
| YTD | +46.2% | -23.9% | +70.1% | +49.8% |
| 1Y | +52.3% | -9.6% | +61.9% | +53.3% |
| 3Y | +65.9% | -25.4% | +91.4% | +69.8% |
| 5Y | +20.6% | -41.2% | +61.7% | +26.1% |
| 10Y | +64.8% | +42.1% | +22.7% | +60.3% |
| All | +4,762.1% | +5,356.1% | -594.0% | +4,032.1% |
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 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