+1,059.3%
COO vs BG
+1,131.5%
-72.2%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.2% |
| 7D | -2.2% | +2.8% | -5.0% | -2.8% |
| 30D | -7.0% | +12.0% | -19.1% | -9.2% |
| 3M | +12.2% | -7.7% | +19.9% | +13.5% |
| 6M | -15.1% | +4.5% | -19.6% | -16.6% |
| YTD | -15.1% | +35.7% | -50.8% | -21.2% |
| 1Y | +2.3% | +50.1% | -47.7% | -7.3% |
| 3Y | -23.7% | +12.6% | -36.3% | -27.5% |
| 5Y | -38.9% | +75.4% | -114.4% | -48.2% |
| 10Y | +49.9% | +150.5% | -100.5% | +11.7% |
| All | +1,059.3% | +1,131.5% | -72.2% | +564.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling