+220.1%
C vs COO
+40.7%
+179.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | -0.1% | +1.4% |
| 7D | -0.9% | +4.3% | -5.2% | -2.7% |
| 30D | -5.4% | +17.6% | -23.0% | -11.9% |
| 3M | -9.2% | -13.9% | +4.7% | -4.2% |
| 6M | -1.8% | +6.6% | -8.4% | -6.8% |
| YTD | +6.7% | -22.0% | +28.7% | +17.0% |
| 1Y | +23.5% | -8.8% | +32.3% | +25.7% |
| 3Y | +219.8% | -21.5% | +241.3% | +231.2% |
| 5Y | +112.4% | -41.0% | +153.4% | +149.2% |
| 10Y | +220.1% | +40.9% | +179.2% | +197.4% |
| All | +220.1% | +40.7% | +179.4% | +197.4% |
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