+3,800.0%
FIX vs COO
+40.7%
+3,759.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +2.5% | +6.9% | +8.5% |
| 7D | -7.2% | +4.3% | -11.5% | -9.1% |
| 30D | -35.1% | +17.6% | -52.7% | -39.6% |
| 3M | -34.3% | -13.9% | -20.4% | -31.3% |
| 6M | -42.9% | +6.6% | -49.5% | -46.2% |
| YTD | +19.5% | -22.0% | +41.4% | +29.0% |
| 1Y | +16.8% | -8.8% | +25.6% | +17.6% |
| 3Y | +506.7% | -21.5% | +528.2% | +519.2% |
| 5Y | +1,046.7% | -41.0% | +1,087.7% | +1,223.8% |
| 10Y | +3,800.0% | +40.9% | +3,759.1% | +2,980.9% |
| All | +3,800.0% | +40.7% | +3,759.3% | +2,980.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling