+2,340.5%
EXC vs COO
+5,988.7%
-3,648.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.5% | +0.4% | -1.0% |
| 7D | +0.3% | -2.2% | +2.5% | +0.4% |
| 30D | -3.7% | -7.0% | +3.3% | -3.4% |
| 3M | -1.3% | +12.2% | -13.5% | -1.9% |
| 6M | -9.7% | -15.1% | +5.4% | -9.0% |
| YTD | +2.9% | -15.1% | +18.0% | +3.7% |
| 1Y | +4.4% | +2.3% | +2.1% | +4.1% |
| 3Y | +22.2% | -23.7% | +45.9% | +23.2% |
| 5Y | +46.7% | -38.9% | +85.6% | +49.2% |
| 10Y | +155.3% | +49.9% | +105.4% | +150.1% |
| All | +2,340.5% | +5,988.7% | -3,648.2% | +2,114.2% |
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