+998.2%
C vs COO
+5,356.1%
-4,357.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.7% |
| 7D | -2.4% | +4.7% | -7.1% | -2.9% |
| 30D | -6.0% | +13.9% | -19.9% | -7.5% |
| 3M | -10.5% | -14.9% | +4.4% | -9.1% |
| 6M | -5.7% | +2.0% | -7.7% | -6.4% |
| YTD | +4.1% | -23.9% | +28.0% | +7.2% |
| 1Y | +20.5% | -9.6% | +30.1% | +21.4% |
| 3Y | +208.1% | -25.4% | +233.5% | +215.4% |
| 5Y | +110.4% | -41.2% | +151.6% | +120.6% |
| 10Y | +234.6% | +42.1% | +192.5% | +221.2% |
| All | +998.2% | +5,356.1% | -4,357.9% | +838.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling