+10,063.1%
EAT vs COO
+5,406.0%
+4,657.1%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.0% |
| 7D | -8.9% | -2.3% | -6.6% | -8.7% |
| 30D | +3.4% | +13.3% | -9.9% | +2.2% |
| 3M | -9.3% | -18.1% | +8.8% | -7.7% |
| 6M | +43.8% | +6.7% | +37.1% | +42.6% |
| YTD | +39.9% | -23.2% | +63.1% | +43.1% |
| 1Y | +89.7% | -12.3% | +102.0% | +91.6% |
| 3Y | +491.3% | -23.6% | +514.8% | +501.4% |
| 5Y | +365.4% | -38.7% | +404.1% | +383.1% |
| 10Y | +325.9% | +42.2% | +283.7% | +320.6% |
| All | +10,063.1% | +5,406.0% | +4,657.1% | +9,298.7% |
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