-29.9%
COMP vs COO
-38.8%
+8.9%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.9% |
| 7D | +1.4% | -2.2% | +3.6% | +3.6% |
| 30D | -13.3% | -7.0% | -6.3% | -7.4% |
| 3M | +41.1% | +12.2% | +28.9% | +25.5% |
| 6M | +17.2% | -15.1% | +32.3% | +36.0% |
| YTD | +5.2% | -15.1% | +20.3% | +21.9% |
| 1Y | +18.9% | +2.3% | +16.6% | +12.9% |
| 3Y | +215.9% | -23.7% | +239.6% | +258.4% |
| All | -29.9% | -38.8% | +8.9% | -14.5% |
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