-50.9%
FIX vs COO
+3.2%
-54.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.4% | -10.2% | -12.0% |
| 7D | -27.2% | +5.3% | -32.5% | -25.7% |
| 30D | -46.9% | +12.5% | -59.5% | -44.9% |
| 3M | -44.4% | -15.1% | -29.3% | -47.0% |
| 6M | -50.9% | +3.7% | -54.6% | -49.1% |
| All | -50.9% | +3.2% | -54.1% | -49.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling