-11.4%
F vs COO
-39.4%
+28.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -0.6% |
| 7D | +1.4% | +5.3% | -3.9% | -0.6% |
| 30D | +2.0% | +12.5% | -10.5% | -2.5% |
| 3M | -10.4% | -15.1% | +4.8% | -5.0% |
| 6M | +9.7% | +3.7% | +6.0% | +6.0% |
| YTD | -1.2% | -22.5% | +21.3% | +8.3% |
| 1Y | 0.0% | -7.8% | +7.8% | +1.4% |
| 3Y | +41.1% | -24.1% | +65.2% | +47.4% |
| 5Y | -11.4% | -40.1% | +28.7% | -2.6% |
| All | -11.4% | -39.4% | +28.0% | -2.6% |
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