+24.5%
Q vs COO
-14.8%
+39.3%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.3% | -3.6% |
| 7D | +1.2% | +0.5% | +0.7% | +1.2% |
| 30D | -2.7% | +14.2% | -16.8% | -3.5% |
| 3M | -16.9% | -18.2% | +1.3% | -15.2% |
| 6M | -26.9% | +5.3% | -32.2% | -31.3% |
| YTD | +45.2% | -23.6% | +68.8% | +64.1% |
| 1Y | +38.1% | -12.7% | +50.8% | +49.7% |
| All | +24.5% | -14.8% | +39.3% | +35.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling