-17.2%
F vs COO
-40.4%
+23.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.2% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | 0.0% | +14.2% | -14.1% | -5.0% |
| 3M | -13.2% | -18.2% | +5.0% | -6.6% |
| 6M | -10.2% | +5.3% | -15.6% | -13.9% |
| YTD | -4.9% | -23.6% | +18.6% | +4.8% |
| 1Y | -6.1% | -12.7% | +6.6% | -2.6% |
| 3Y | +46.0% | -24.2% | +70.2% | +51.9% |
| All | -17.2% | -40.4% | +23.1% | -8.3% |
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 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