+13.5%
D vs COO
-41.3%
+54.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | -2.4% | -2.3% | -0.1% | -2.0% |
| 30D | +9.0% | +13.3% | -4.3% | +6.4% |
| 3M | +1.0% | -18.1% | +19.0% | +4.6% |
| 6M | +11.0% | +6.7% | +4.3% | +8.8% |
| YTD | +19.8% | -23.2% | +43.0% | +25.1% |
| 1Y | +16.0% | -12.3% | +28.2% | +17.5% |
| 3Y | +74.4% | -23.6% | +97.9% | +77.1% |
| 5Y | +13.5% | -38.7% | +52.3% | +17.9% |
| All | +13.5% | -41.3% | +54.9% | +17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling