+85.6%
ES vs COO
+40.7%
+44.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.2% |
| 7D | -0.1% | +4.3% | -4.4% | -1.3% |
| 30D | +5.7% | +17.6% | -11.9% | +1.0% |
| 3M | -2.8% | -13.9% | +11.1% | +0.7% |
| 6M | +7.0% | +6.6% | +0.4% | +4.1% |
| YTD | +6.8% | -22.0% | +28.8% | +13.2% |
| 1Y | -0.5% | -8.8% | +8.3% | +0.6% |
| 3Y | +47.2% | -21.5% | +68.7% | +51.4% |
| 5Y | +2.3% | -41.0% | +43.3% | +12.5% |
| 10Y | +85.6% | +40.9% | +44.8% | +60.2% |
| All | +85.6% | +40.7% | +44.9% | +60.2% |
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