+37.2%
M vs COO
-7.7%
+44.8%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +5.9% | +1.7% | +5.0% |
| 7D | +8.3% | +8.4% | -0.2% | +4.6% |
| 30D | +14.2% | +13.5% | +0.7% | +8.2% |
| 3M | -1.1% | -13.8% | +12.6% | +4.4% |
| 6M | +36.6% | +4.7% | +31.9% | +31.4% |
| YTD | +19.8% | -21.4% | +41.2% | +37.9% |
| 1Y | +37.2% | -6.7% | +43.9% | +34.0% |
| All | +37.2% | -7.7% | +44.8% | +34.0% |
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 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