-49.3%
COMP vs COO
-34.9%
-14.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | -1.8% | +12.5% | +12.3% |
| 7D | +13.4% | +4.7% | +8.7% | +9.1% |
| 30D | +11.1% | +13.9% | -2.8% | -0.6% |
| 3M | -18.8% | -14.9% | -3.9% | -8.0% |
| 6M | +10.5% | +2.0% | +8.5% | +4.7% |
| YTD | -3.4% | -23.9% | +20.5% | +20.6% |
| 1Y | +19.7% | -9.6% | +29.3% | +26.1% |
| 3Y | +381.6% | -25.4% | +407.0% | +427.2% |
| 5Y | -17.6% | -41.2% | +23.6% | +8.2% |
| All | -49.3% | -34.9% | -14.4% | -38.8% |
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 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