+293.4%
C vs COO
+49.3%
+244.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.4% |
| 7D | +3.6% | -2.2% | +5.8% | +4.7% |
| 30D | +0.1% | -7.0% | +7.1% | +3.3% |
| 3M | +2.4% | +12.2% | -9.8% | -3.6% |
| 6M | +24.9% | -15.1% | +40.0% | +33.6% |
| YTD | +19.8% | -15.1% | +34.9% | +28.1% |
| 1Y | +44.9% | +2.3% | +42.5% | +41.1% |
| 3Y | +263.0% | -23.7% | +286.6% | +288.5% |
| 5Y | +129.5% | -38.9% | +168.5% | +170.0% |
| All | +293.4% | +49.3% | +244.1% | +254.0% |
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