+89.2%
ES vs COO
+38.3%
+50.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +0.9% | +4.5% | -3.6% | -0.4% |
| 30D | +5.9% | +16.9% | -11.0% | +1.3% |
| 3M | -1.0% | -16.7% | +15.7% | +3.6% |
| 6M | +7.2% | +5.9% | +1.2% | +4.5% |
| YTD | +7.0% | -22.4% | +29.4% | +13.6% |
| 1Y | +0.5% | -10.1% | +10.6% | +2.0% |
| 3Y | +48.7% | -22.8% | +71.4% | +53.7% |
| 5Y | +1.9% | -41.4% | +43.3% | +12.3% |
| 10Y | +89.2% | +41.3% | +47.9% | +63.5% |
| All | +89.2% | +38.3% | +50.8% | +63.5% |
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