+13,708.5%
COST vs COO
+5,462.0%
+8,246.6%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | 0.0% |
| 7D | +4.6% | +4.5% | +0.1% | +4.2% |
| 30D | +12.8% | +16.9% | -4.2% | +11.4% |
| 3M | +12.1% | -16.7% | +28.8% | +13.5% |
| 6M | +6.0% | +5.9% | +0.1% | +5.3% |
| YTD | +24.4% | -22.4% | +46.8% | +26.4% |
| 1Y | +17.1% | -10.1% | +27.2% | +17.7% |
| 3Y | +92.2% | -22.8% | +114.9% | +94.1% |
| 5Y | +122.5% | -41.4% | +163.9% | +128.7% |
| 10Y | +758.9% | +41.3% | +717.7% | +726.7% |
| All | +13,708.5% | +5,462.0% | +8,246.6% | +10,019.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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