-12.7%
COO vs BG
+8.3%
-21.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.9% |
| 7D | +0.5% | +2.6% | -2.1% | +0.8% |
| 30D | +14.2% | -6.7% | +20.8% | +13.1% |
| 3M | -18.2% | -9.3% | -9.0% | -19.4% |
| 6M | +5.3% | -18.3% | +23.7% | +3.2% |
| YTD | -23.6% | +16.2% | -39.7% | -30.0% |
| 1Y | -12.7% | +7.6% | -20.3% | -15.4% |
| All | -12.7% | +8.3% | -21.0% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling