+3.0%
GOOG vs COO
-13.9%
+16.9%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +1.8% |
| 7D | +4.8% | -2.1% | +6.9% | +5.1% |
| 30D | -15.5% | +13.9% | -29.4% | -17.0% |
| 3M | -13.7% | -18.9% | +5.3% | -9.3% |
| 6M | -23.0% | +3.7% | -26.7% | -24.5% |
| YTD | -5.7% | -24.1% | +18.4% | -0.5% |
| 1Y | +3.0% | -14.2% | +17.2% | +3.9% |
| All | +3.0% | -13.9% | +16.9% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling