-78.0%
SE vs COO
-41.6%
-36.4%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.8% | +1.9% | +1.2% |
| 7D | +2.0% | +4.7% | -2.7% | -0.6% |
| 30D | -20.0% | +13.9% | -33.9% | -26.0% |
| 3M | -31.8% | -14.9% | -16.8% | -25.9% |
| 6M | -15.9% | +2.0% | -17.9% | -19.7% |
| YTD | -40.6% | -23.9% | -16.7% | -31.4% |
| 1Y | -50.7% | -9.6% | -41.1% | -49.6% |
| 3Y | +70.3% | -25.4% | +95.7% | +72.8% |
| All | -78.0% | -41.6% | -36.4% | -71.8% |
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