+43.8%
EXC vs COO
-41.6%
+85.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.6% |
| 7D | -1.2% | +4.7% | -5.9% | -2.0% |
| 30D | +10.0% | +13.9% | -3.9% | +7.3% |
| 3M | +1.6% | -14.9% | +16.6% | +4.3% |
| 6M | +3.3% | +2.0% | +1.2% | +2.2% |
| YTD | +7.6% | -23.9% | +31.5% | +12.4% |
| 1Y | +3.5% | -9.6% | +13.1% | +4.2% |
| 3Y | +27.7% | -25.4% | +53.1% | +30.4% |
| All | +43.8% | -41.6% | +85.4% | +50.1% |
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