-67.2%
PL vs COO
+4.0%
-71.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.9% | -12.3% | -3.1% |
| 7D | -11.7% | +8.4% | -20.2% | -7.5% |
| 30D | -27.1% | +13.5% | -40.6% | -21.8% |
| 3M | -44.6% | -13.8% | -30.8% | -52.2% |
| 6M | -67.2% | +4.7% | -71.9% | -55.9% |
| All | -67.2% | +4.0% | -71.2% | -55.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling