-8.1%
M vs COO
+41.1%
-49.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.7% | +0.8% | +1.1% |
| 7D | +7.0% | +0.5% | +6.6% | +6.8% |
| 30D | +8.9% | +14.2% | -5.3% | +1.8% |
| 3M | +4.5% | -18.2% | +22.7% | +15.7% |
| 6M | +36.2% | +5.3% | +30.9% | +30.4% |
| YTD | +15.1% | -23.6% | +38.7% | +30.9% |
| 1Y | +27.4% | -12.7% | +40.1% | +34.8% |
| 3Y | +160.1% | -24.2% | +184.3% | +184.9% |
| 5Y | -1.6% | -40.0% | +38.4% | +21.3% |
| All | -8.1% | +41.1% | -49.2% | -17.3% |
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