+372.3%
EAT vs COO
-41.6%
+413.9%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.1% |
| 7D | -2.6% | +4.7% | -7.4% | -4.5% |
| 30D | +11.5% | +13.9% | -2.4% | +5.2% |
| 3M | -9.1% | -14.9% | +5.8% | -3.2% |
| 6M | +40.4% | +2.0% | +38.4% | +37.2% |
| YTD | +43.9% | -23.9% | +67.8% | +60.5% |
| 1Y | +101.9% | -9.6% | +111.6% | +107.2% |
| 3Y | +489.9% | -25.4% | +515.3% | +516.5% |
| All | +372.3% | -41.6% | +413.9% | +454.8% |
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 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