+3.6%
ES vs COO
-41.6%
+45.2%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.8% | -1.1% | -2.4% |
| 7D | +1.9% | +4.7% | -2.8% | +0.7% |
| 30D | +7.1% | +13.9% | -6.8% | +3.7% |
| 3M | -1.9% | -14.9% | +13.0% | +1.6% |
| 6M | +4.4% | +2.0% | +2.3% | +3.0% |
| YTD | +7.3% | -23.9% | +31.2% | +13.8% |
| 1Y | +2.1% | -9.6% | +11.8% | +3.3% |
| 3Y | +41.8% | -25.4% | +67.3% | +47.1% |
| All | +3.6% | -41.6% | +45.2% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling