+76.0%
D vs COO
-23.7%
+99.7%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -2.4% | -2.3% | -0.1% | -2.1% |
| 30D | +9.0% | +13.3% | -4.3% | +7.1% |
| 3M | +1.0% | -18.1% | +19.0% | +3.6% |
| 6M | +11.0% | +6.7% | +4.3% | +9.5% |
| YTD | +19.8% | -23.2% | +43.0% | +23.4% |
| 1Y | +16.0% | -12.3% | +28.2% | +16.9% |
| All | +76.0% | -23.7% | +99.7% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling