+7,433.0%
FIX vs COO
+2,202.5%
+5,230.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.6% | -1.4% | -10.2% | -11.2% |
| 7D | -27.2% | +5.3% | -32.5% | -28.5% |
| 30D | -46.9% | +12.5% | -59.5% | -48.9% |
| 3M | -44.4% | -15.1% | -29.3% | -42.6% |
| 6M | -50.9% | +3.7% | -54.6% | -52.4% |
| YTD | +3.5% | -22.5% | +26.1% | +9.0% |
| 1Y | -2.1% | -7.8% | +5.7% | -1.9% |
| 3Y | +418.7% | -24.1% | +442.8% | +436.1% |
| 5Y | +894.6% | -40.1% | +934.6% | +985.3% |
| 10Y | +3,465.5% | +44.7% | +3,420.8% | +3,001.7% |
| All | +7,433.0% | +2,202.5% | +5,230.5% | +3,448.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling