+992.7%
C vs COO
+5,456.7%
-4,464.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.4% | -3.6% | -4.9% |
| 7D | -5.3% | +5.3% | -10.5% | -5.9% |
| 30D | -7.3% | +12.5% | -19.9% | -8.7% |
| 3M | -13.5% | -15.1% | +1.7% | -12.0% |
| 6M | -6.5% | +3.7% | -10.2% | -7.3% |
| YTD | +3.6% | -22.5% | +26.1% | +6.4% |
| 1Y | +18.9% | -7.8% | +26.7% | +19.5% |
| 3Y | +205.0% | -24.1% | +229.1% | +211.6% |
| 5Y | +109.4% | -40.1% | +149.5% | +119.0% |
| 10Y | +232.9% | +44.7% | +188.2% | +218.9% |
| All | +992.7% | +5,456.7% | -4,464.0% | +831.3% |
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 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