-50.2%
COMP vs COO
-32.8%
-17.4%
-90.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.9% | +1.8% | +2.6% |
| 7D | +9.5% | +8.4% | +1.1% | +2.3% |
| 30D | +8.1% | +13.5% | -5.4% | -3.0% |
| 3M | -16.3% | -13.8% | -2.6% | -6.2% |
| 6M | +42.2% | +4.7% | +37.5% | +31.8% |
| YTD | -5.0% | -21.4% | +16.4% | +15.4% |
| 1Y | +20.1% | -6.7% | +26.8% | +23.3% |
| 3Y | +358.4% | -23.0% | +381.4% | +388.7% |
| 5Y | -21.9% | -38.7% | +16.8% | -0.5% |
| All | -50.2% | -32.8% | -17.4% | -41.4% |
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