-25.6%
COMP vs COO
-39.4%
+13.8%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -1.4% | -6.8% | -6.9% |
| 7D | -1.8% | +5.3% | -7.1% | -5.9% |
| 30D | -0.8% | +12.5% | -13.3% | -10.5% |
| 3M | -28.1% | -15.1% | -13.0% | -17.8% |
| 6M | +27.0% | +3.7% | +23.3% | +18.4% |
| YTD | -12.8% | -22.5% | +9.7% | +8.2% |
| 1Y | +4.9% | -7.8% | +12.7% | +8.8% |
| 3Y | +321.0% | -24.1% | +345.1% | +348.0% |
| 5Y | -25.6% | -40.1% | +14.5% | +1.3% |
| All | -25.6% | -39.4% | +13.8% | +1.3% |
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 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