+349.8%
EAT vs COO
+40.7%
+309.1%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.5% | -4.0% | -2.8% |
| 7D | -3.9% | +4.3% | -8.2% | -6.0% |
| 30D | +5.0% | +17.6% | -12.6% | -4.2% |
| 3M | -9.6% | -13.9% | +4.3% | -3.1% |
| 6M | +46.8% | +6.6% | +40.2% | +38.7% |
| YTD | +41.8% | -22.0% | +63.8% | +59.5% |
| 1Y | +98.3% | -8.8% | +107.1% | +103.1% |
| 3Y | +503.1% | -21.5% | +524.5% | +523.7% |
| 5Y | +356.7% | -41.0% | +397.7% | +463.7% |
| 10Y | +349.8% | +40.9% | +308.9% | +345.6% |
| All | +349.8% | +40.7% | +309.1% | +345.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling