+33.8%
Q vs COO
-13.9%
+47.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -3.0% |
| 7D | +11.5% | -2.1% | +13.6% | +11.6% |
| 30D | -0.2% | +13.9% | -14.1% | -1.1% |
| 3M | -13.6% | -18.9% | +5.4% | -11.5% |
| 6M | -27.0% | +3.7% | -30.8% | -31.4% |
| YTD | +50.5% | -24.1% | +74.7% | +72.9% |
| 1Y | +33.8% | -14.2% | +48.0% | +49.6% |
| All | +33.8% | -13.9% | +47.7% | +49.6% |
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