+113.6%
C vs COO
-40.4%
+154.0%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.3% |
| 7D | +4.2% | +0.5% | +3.7% | +4.0% |
| 30D | +2.0% | +14.2% | -12.2% | -2.2% |
| 3M | -10.1% | -18.2% | +8.1% | -4.7% |
| 6M | +1.0% | +5.3% | -4.4% | -2.4% |
| YTD | +8.5% | -23.6% | +32.0% | +17.3% |
| 1Y | +25.7% | -12.7% | +38.4% | +29.8% |
| 3Y | +216.0% | -24.2% | +240.2% | +228.2% |
| All | +113.6% | -40.4% | +154.0% | +128.8% |
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