-46.5%
COMP vs COO
-33.3%
-13.1%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +2.5% | +3.2% | +3.5% |
| 7D | +14.5% | +4.3% | +10.3% | +10.6% |
| 30D | +14.9% | +17.6% | -2.7% | +0.1% |
| 3M | -14.2% | -13.9% | -0.4% | -3.7% |
| 6M | +23.7% | +6.6% | +17.2% | +12.8% |
| YTD | +2.1% | -22.0% | +24.1% | +24.9% |
| 1Y | +26.2% | -8.8% | +35.0% | +32.3% |
| 3Y | +470.9% | -21.5% | +492.4% | +488.3% |
| 5Y | -14.0% | -41.0% | +27.0% | +11.3% |
| All | -46.5% | -33.3% | -13.1% | -36.6% |
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