+2,446.2%
EXC vs COO
+5,462.0%
-3,015.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.2% |
| 7D | +0.1% | +4.5% | -4.4% | -0.2% |
| 30D | +9.0% | +16.9% | -7.9% | +8.1% |
| 3M | +3.3% | -16.7% | +20.0% | +4.2% |
| 6M | +5.7% | +5.9% | -0.3% | +5.2% |
| YTD | +7.3% | -22.4% | +29.8% | +8.6% |
| 1Y | +2.9% | -10.1% | +13.0% | +3.3% |
| 3Y | +29.3% | -22.8% | +52.1% | +30.2% |
| 5Y | +40.1% | -41.4% | +81.5% | +42.6% |
| 10Y | +197.7% | +41.3% | +156.4% | +192.4% |
| All | +2,446.2% | +5,462.0% | -3,015.7% | +2,218.9% |
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