+894.6%
FIX vs COO
-39.4%
+934.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.4% | -10.2% | -11.2% |
| 7D | -27.2% | +5.3% | -32.5% | -28.4% |
| 30D | -46.9% | +12.5% | -59.5% | -48.8% |
| 3M | -44.4% | -15.1% | -29.3% | -42.2% |
| 6M | -50.9% | +3.7% | -54.6% | -52.6% |
| YTD | +3.5% | -22.5% | +26.1% | +10.6% |
| 1Y | -2.1% | -7.8% | +5.7% | -1.5% |
| 3Y | +418.7% | -24.1% | +442.8% | +432.0% |
| 5Y | +894.6% | -40.1% | +934.6% | +987.6% |
| All | +894.6% | -39.4% | +934.0% | +987.6% |
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