+25.6%
M vs COO
-8.8%
+34.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.5% | +5.6% | +6.9% |
| 7D | +2.5% | +4.3% | -1.7% | +0.8% |
| 30D | +10.1% | +17.6% | -7.5% | +3.0% |
| 3M | -0.9% | -13.9% | +12.9% | +4.9% |
| 6M | +30.2% | +6.6% | +23.6% | +23.8% |
| YTD | +16.3% | -22.0% | +38.3% | +34.8% |
| All | +25.6% | -8.8% | +34.4% | +28.0% |
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