+112.2%
C vs COO
-41.3%
+153.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.4% |
| 7D | -0.4% | +4.5% | -4.9% | -1.7% |
| 30D | -5.2% | +16.9% | -22.1% | -9.6% |
| 3M | -9.1% | -16.7% | +7.6% | -4.2% |
| 6M | -1.6% | +5.9% | -7.5% | -5.0% |
| YTD | +6.9% | -22.4% | +29.4% | +15.1% |
| 1Y | +23.0% | -10.1% | +33.1% | +25.7% |
| 3Y | +216.1% | -22.8% | +238.9% | +226.5% |
| 5Y | +112.2% | -41.4% | +153.7% | +124.3% |
| All | +112.2% | -41.3% | +153.5% | +124.3% |
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