+26.7%
Q vs COO
-5.3%
+32.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.5% | +3.2% | +1.8% |
| 7D | +0.2% | -2.2% | +2.5% | +0.5% |
| 30D | -11.1% | -7.0% | -4.1% | -10.5% |
| 3M | -22.1% | +12.2% | -34.3% | -25.7% |
| 6M | +0.5% | -15.1% | +15.6% | +12.1% |
| YTD | +47.8% | -15.1% | +62.9% | +65.2% |
| All | +26.7% | -5.3% | +32.1% | +36.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling