+2.3%
ES vs COO
-40.8%
+43.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.1% |
| 7D | -0.1% | +4.3% | -4.4% | -1.1% |
| 30D | +5.7% | +17.6% | -11.9% | +1.6% |
| 3M | -2.8% | -13.9% | +11.1% | +0.4% |
| 6M | +7.0% | +6.6% | +0.4% | +4.5% |
| YTD | +6.8% | -22.0% | +28.8% | +12.5% |
| 1Y | -0.5% | -8.8% | +8.3% | +0.5% |
| 3Y | +47.2% | -21.5% | +68.7% | +50.4% |
| 5Y | +2.3% | -41.0% | +43.3% | +8.1% |
| All | +2.3% | -40.8% | +43.0% | +8.1% |
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