+3.3%
EXC vs COO
+1.4%
+1.9%
-15.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.7% |
| 7D | -1.2% | +4.7% | -5.9% | -1.9% |
| 30D | +10.0% | +13.9% | -3.9% | +8.0% |
| 3M | +1.6% | -14.9% | +16.6% | +4.8% |
| 6M | +3.3% | +2.0% | +1.2% | +0.3% |
| All | +3.3% | +1.4% | +1.9% | +0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling