-17.1%
NOW vs COO
-23.3%
+6.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.2% |
| 7D | -3.1% | +4.3% | -7.4% | -4.1% |
| 30D | -27.0% | +17.6% | -44.6% | -30.0% |
| 3M | -17.7% | -13.9% | -3.8% | -14.8% |
| 6M | +12.7% | +6.6% | +6.2% | +10.1% |
| YTD | -32.9% | -22.0% | -10.9% | -28.6% |
| 1Y | -40.4% | -8.8% | -31.6% | -39.3% |
| 3Y | -17.1% | -21.5% | +4.4% | -10.4% |
| All | -17.1% | -23.3% | +6.2% | -10.4% |
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