+659.9%
COO vs BTG
+392.0%
+267.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.4% | -0.1% | -1.4% |
| 7D | -2.2% | -0.9% | -1.3% | -2.2% |
| 30D | -7.0% | +36.8% | -43.8% | -9.1% |
| 3M | +12.2% | +23.1% | -10.9% | +10.3% |
| 6M | -15.1% | +3.5% | -18.6% | -15.8% |
| YTD | -15.1% | +25.5% | -40.6% | -17.1% |
| 1Y | +2.3% | +40.1% | -37.8% | -1.1% |
| 3Y | -23.7% | +101.1% | -124.8% | -28.6% |
| 5Y | -38.9% | +70.6% | -109.5% | -42.7% |
| 10Y | +49.9% | +152.1% | -102.2% | +34.7% |
| All | +659.9% | +392.0% | +267.8% | +416.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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