-15.1%
F vs COO
-40.8%
+25.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | -0.3% |
| 7D | -0.6% | +4.3% | -4.9% | -2.2% |
| 30D | +2.9% | +17.6% | -14.7% | -3.3% |
| 3M | -9.5% | -13.9% | +4.4% | -4.7% |
| 6M | +4.0% | +6.6% | -2.5% | -0.6% |
| YTD | -1.3% | -22.0% | +20.7% | +7.9% |
| 1Y | -1.9% | -8.8% | +6.9% | -0.1% |
| 3Y | +53.5% | -21.5% | +75.0% | +57.2% |
| 5Y | -15.1% | -41.0% | +25.9% | -7.6% |
| All | -15.1% | -40.8% | +25.6% | -7.6% |
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