+27.4%
M vs COO
-38.8%
+66.2%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.5% | +4.1% | +3.4% |
| 7D | +4.7% | -2.2% | +6.9% | +5.9% |
| 30D | -9.6% | -7.0% | -2.6% | -6.2% |
| 3M | +0.9% | +12.2% | -11.4% | -6.1% |
| 6M | +22.3% | -15.1% | +37.4% | +32.6% |
| YTD | +6.5% | -15.1% | +21.6% | +15.4% |
| 1Y | +38.8% | +2.3% | +36.4% | +35.0% |
| 3Y | +115.9% | -23.7% | +139.6% | +135.8% |
| All | +27.4% | -38.8% | +66.2% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling