+164.1%
M vs COO
-22.9%
+187.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +5.0% | +4.5% | +0.5% | +3.1% |
| 30D | +10.6% | +16.9% | -6.3% | +3.4% |
| 3M | +1.6% | -16.7% | +18.3% | +9.8% |
| 6M | +30.8% | +5.9% | +24.9% | +25.7% |
| YTD | +16.9% | -22.4% | +39.3% | +30.3% |
| 1Y | +26.3% | -10.1% | +36.4% | +31.2% |
| All | +164.1% | -22.9% | +187.1% | +169.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling