-43.3%
COO vs BG
+84.9%
-128.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.3% | -5.9% | -6.2% |
| 7D | -9.0% | +0.5% | -9.5% | -9.0% |
| 30D | -16.8% | +10.3% | -27.1% | -17.9% |
| 3M | -7.5% | -1.9% | -5.6% | -7.4% |
| 6M | -16.3% | +5.2% | -21.5% | -17.3% |
| YTD | -22.5% | +41.2% | -63.7% | -27.2% |
| 1Y | -7.0% | +50.5% | -57.5% | -13.7% |
| 3Y | -27.5% | +19.9% | -47.4% | -30.8% |
| 5Y | -43.3% | +86.7% | -130.0% | -51.6% |
| All | -43.3% | +84.9% | -128.2% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling