+39.4%
EXC vs COO
-38.7%
+78.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | -1.4% | -2.3% | +1.0% | -0.9% |
| 30D | +8.3% | +13.3% | -5.0% | +5.8% |
| 3M | +2.6% | -18.1% | +20.7% | +6.2% |
| 6M | +5.2% | +6.7% | -1.5% | +3.2% |
| YTD | +7.5% | -23.2% | +30.8% | +12.2% |
| 1Y | +3.2% | -12.3% | +15.4% | +4.6% |
| 3Y | +29.5% | -23.6% | +53.1% | +31.4% |
| All | +39.4% | -38.7% | +78.2% | +44.6% |
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