+25.8%
M vs COO
-11.7%
+37.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -3.3% | -2.3% | -1.0% | -2.2% |
| 30D | +8.1% | +13.3% | -5.2% | +2.8% |
| 3M | +2.2% | -18.1% | +20.3% | +10.6% |
| 6M | +35.1% | +6.7% | +28.4% | +28.0% |
| YTD | +15.8% | -23.2% | +39.0% | +35.6% |
| 1Y | +25.8% | -12.3% | +38.1% | +30.7% |
| All | +25.8% | -11.7% | +37.5% | +30.7% |
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