+943.7%
COO vs BG
+954.5%
-10.8%
-86.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -0.9% | +0.4% |
| 7D | +0.5% | +2.6% | -2.1% | 0.0% |
| 30D | +14.2% | -6.7% | +20.8% | +15.6% |
| 3M | -18.2% | -9.3% | -9.0% | -17.0% |
| 6M | +5.3% | -18.3% | +23.7% | +8.8% |
| YTD | -23.6% | +16.2% | -39.7% | -27.0% |
| 1Y | -12.7% | +7.6% | -20.3% | -15.3% |
| 3Y | -24.2% | +6.6% | -30.8% | -27.5% |
| 5Y | -40.0% | +22.2% | -62.2% | -45.2% |
| 10Y | +41.6% | +112.0% | -70.4% | +8.9% |
| All | +943.7% | +954.5% | -10.8% | +515.4% |
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 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