+207.0%
C vs COO
+41.1%
+166.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.4% |
| 7D | +4.2% | +0.5% | +3.7% | +3.9% |
| 30D | +2.0% | +14.2% | -12.2% | -3.9% |
| 3M | -10.1% | -18.2% | +8.1% | -3.0% |
| 6M | +1.0% | +5.3% | -4.4% | -3.7% |
| YTD | +8.5% | -23.6% | +32.0% | +20.0% |
| 1Y | +25.7% | -12.7% | +38.4% | +30.5% |
| 3Y | +216.0% | -24.2% | +240.2% | +232.7% |
| 5Y | +112.3% | -40.0% | +152.3% | +146.5% |
| All | +207.0% | +41.1% | +166.0% | +177.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling