+456.0%
M vs COO
+3,869.1%
-3,413.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.4% | -4.5% | -5.7% |
| 7D | -2.1% | +5.3% | -7.4% | -2.7% |
| 30D | +7.7% | +12.5% | -4.8% | +6.2% |
| 3M | -4.4% | -15.1% | +10.8% | -2.5% |
| 6M | +27.5% | +3.7% | +23.8% | +26.7% |
| YTD | +12.8% | -22.5% | +35.3% | +16.1% |
| 1Y | +20.7% | -7.8% | +28.5% | +21.7% |
| 3Y | +111.3% | -24.1% | +135.4% | +117.5% |
| 5Y | -6.3% | -40.1% | +33.8% | -0.9% |
| 10Y | +1.5% | +44.7% | -43.2% | -1.2% |
| All | +456.0% | +3,869.1% | -3,413.1% | +305.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling