-3.4%
ES vs COO
-38.8%
+35.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | +1.7% | +12.2% | -10.5% | -1.5% |
| 6M | -3.5% | -15.1% | +11.6% | 0.0% |
| YTD | +7.9% | -15.1% | +23.0% | +11.8% |
| 1Y | +17.2% | +2.3% | +14.8% | +15.1% |
| 3Y | +29.3% | -23.7% | +53.0% | +34.4% |
| All | -3.4% | -38.8% | +35.4% | -3.1% |
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