+12,471.5%
FIX vs COO
+2,422.9%
+10,048.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | +6.0% | -2.2% | +8.3% | +6.7% |
| 30D | -7.2% | -7.0% | -0.2% | -5.5% |
| 3M | -15.9% | +12.2% | -28.1% | -19.1% |
| 6M | +12.7% | -15.1% | +27.9% | +17.1% |
| YTD | +72.8% | -15.1% | +87.9% | +79.3% |
| 1Y | +122.9% | +2.3% | +120.6% | +118.9% |
| 3Y | +774.3% | -23.7% | +798.0% | +811.2% |
| 5Y | +2,049.5% | -38.9% | +2,088.4% | +2,257.9% |
| 10Y | +5,821.5% | +49.9% | +5,771.5% | +5,042.7% |
| All | +12,471.5% | +2,422.9% | +10,048.5% | +5,738.2% |
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