-51.6%
IT vs COO
-25.3%
-26.2%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.8% | -2.2% | -3.4% |
| 7D | -16.9% | +4.7% | -21.6% | -18.2% |
| 30D | +2.3% | +13.9% | -11.6% | -2.0% |
| 3M | +2.9% | -14.9% | +17.8% | +8.5% |
| 6M | +25.9% | +2.0% | +23.8% | +25.2% |
| YTD | -24.6% | -23.9% | -0.7% | -17.2% |
| 1Y | -16.0% | -9.6% | -6.4% | -12.7% |
| 3Y | -51.6% | -25.4% | -26.1% | -48.0% |
| All | -51.6% | -25.3% | -26.2% | -48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling