+11,556.1%
EAT vs COO
+5,988.7%
+5,567.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.1% | +0.7% |
| 7D | 0.0% | -2.2% | +2.2% | +0.2% |
| 30D | +1.9% | -7.0% | +8.9% | +2.6% |
| 3M | +68.7% | +12.2% | +56.5% | +66.8% |
| 6M | +66.9% | -15.1% | +82.0% | +69.4% |
| YTD | +60.4% | -15.1% | +75.5% | +62.8% |
| 1Y | +44.0% | +2.3% | +41.7% | +43.5% |
| 3Y | +604.7% | -23.7% | +628.4% | +617.4% |
| 5Y | +347.0% | -38.9% | +386.0% | +364.1% |
| 10Y | +390.8% | +49.9% | +340.8% | +382.0% |
| All | +11,556.1% | +5,988.7% | +5,567.4% | +10,592.8% |
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 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