+7,328.4%
EW vs COO
+1,515.6%
+5,812.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | +11.0% | +4.7% | +6.3% | +9.4% |
| 30D | +19.1% | +13.9% | +5.2% | +14.4% |
| 3M | +14.4% | -14.9% | +29.3% | +19.3% |
| 6M | +22.8% | +2.0% | +20.7% | +20.8% |
| YTD | +19.8% | -23.9% | +43.7% | +28.7% |
| 1Y | +23.9% | -9.6% | +33.5% | +26.1% |
| 3Y | +52.2% | -25.4% | +77.7% | +59.9% |
| 5Y | -13.9% | -41.2% | +27.3% | -2.9% |
| 10Y | +241.9% | +42.1% | +199.8% | +207.4% |
| All | +7,328.4% | +1,515.6% | +5,812.8% | +3,605.7% |
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