+6,438.2%
EW vs COO
+1,702.9%
+4,735.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.6% |
| 7D | -0.3% | -2.2% | +1.9% | +0.3% |
| 30D | +1.0% | -7.0% | +8.1% | +3.2% |
| 3M | +2.8% | +12.2% | -9.4% | -1.1% |
| 6M | +5.5% | -15.1% | +20.6% | +10.4% |
| YTD | +5.5% | -15.1% | +20.5% | +10.3% |
| 1Y | +11.0% | +2.3% | +8.7% | +9.3% |
| 3Y | +17.7% | -23.7% | +41.4% | +23.6% |
| 5Y | -25.7% | -38.9% | +13.2% | -16.8% |
| 10Y | +132.8% | +49.9% | +82.9% | +106.6% |
| All | +6,438.2% | +1,702.9% | +4,735.3% | +3,075.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling