-5.5%
M vs COO
+41.2%
-46.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.8% | -3.6% |
| 7D | -4.3% | +4.7% | -9.0% | -6.4% |
| 30D | +1.3% | +13.9% | -12.6% | -5.2% |
| 3M | -7.4% | -14.9% | +7.6% | +0.2% |
| 6M | +18.3% | +2.0% | +16.3% | +15.2% |
| YTD | +7.6% | -23.9% | +31.5% | +22.4% |
| 1Y | +17.4% | -9.6% | +27.0% | +21.7% |
| 3Y | +108.4% | -25.4% | +133.8% | +130.1% |
| 5Y | -10.6% | -41.2% | +30.6% | +10.7% |
| All | -5.5% | +41.2% | -46.7% | -10.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling