+83.2%
ES vs COO
+49.3%
+33.9%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | +0.3% | -2.2% | +2.5% | +0.9% |
| 30D | -2.0% | -7.0% | +5.1% | 0.0% |
| 3M | +1.7% | +12.2% | -10.5% | -1.9% |
| 6M | -3.5% | -15.1% | +11.6% | +0.6% |
| YTD | +7.9% | -15.1% | +23.0% | +12.4% |
| 1Y | +17.2% | +2.3% | +14.8% | +15.0% |
| 3Y | +29.3% | -23.7% | +53.0% | +35.3% |
| 5Y | -5.7% | -38.9% | +33.2% | +3.4% |
| All | +83.2% | +49.3% | +33.9% | +52.2% |
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