+12.7%
FIX vs COO
-15.8%
+28.5%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +1.9% |
| 7D | +6.0% | -2.2% | +8.3% | +6.0% |
| 30D | -7.2% | -7.0% | -0.2% | -7.3% |
| 3M | -15.9% | +12.2% | -28.1% | -19.6% |
| 6M | +12.7% | -15.1% | +27.9% | +54.7% |
| All | +12.7% | -15.8% | +28.5% | +54.7% |
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