+44.1%
IR vs COO
-41.6%
+85.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +2.1% |
| 7D | +3.7% | +4.7% | -1.0% | +1.6% |
| 30D | +7.4% | +13.9% | -6.5% | +1.4% |
| 3M | -5.9% | -14.9% | +9.0% | -0.1% |
| 6M | +5.6% | +2.0% | +3.5% | +3.1% |
| YTD | +4.8% | -23.9% | +28.8% | +16.6% |
| 1Y | +6.9% | -9.6% | +16.6% | +10.3% |
| 3Y | +27.6% | -25.4% | +53.0% | +36.3% |
| All | +44.1% | -41.6% | +85.7% | +66.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling