+24.5%
EW vs COO
-8.8%
+33.3%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.5% | 0.0% | +1.9% |
| 7D | +12.3% | +4.3% | +8.0% | +11.0% |
| 30D | +22.9% | +17.6% | +5.3% | +18.1% |
| 3M | +16.7% | -13.9% | +30.6% | +21.2% |
| 6M | +31.0% | +6.6% | +24.4% | +26.9% |
| YTD | +22.8% | -22.0% | +44.8% | +32.1% |
| All | +24.5% | -8.8% | +33.3% | +27.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling