-2.4%
M vs COO
-41.3%
+39.0%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.4% |
| 7D | -3.3% | -2.3% | -1.0% | -1.9% |
| 30D | +8.1% | +13.3% | -5.2% | +1.4% |
| 3M | +2.2% | -18.1% | +20.3% | +13.3% |
| 6M | +35.1% | +6.7% | +28.4% | +28.1% |
| YTD | +15.8% | -23.2% | +39.0% | +32.1% |
| 1Y | +25.8% | -12.3% | +38.1% | +33.0% |
| 3Y | +156.2% | -23.6% | +179.8% | +174.8% |
| 5Y | -2.4% | -38.7% | +36.4% | +24.8% |
| All | -2.4% | -41.3% | +39.0% | +24.8% |
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