-78.0%
SE vs COO
-40.4%
-37.7%
-89.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.7% | +0.4% | +0.7% |
| 7D | -0.5% | +0.5% | -1.0% | -0.7% |
| 30D | -20.9% | +14.2% | -35.1% | -27.0% |
| 3M | -38.9% | -18.2% | -20.7% | -32.0% |
| 6M | -19.4% | +5.3% | -24.8% | -24.7% |
| YTD | -40.9% | -23.6% | -17.4% | -31.9% |
| 1Y | -46.2% | -12.7% | -33.5% | -43.6% |
| 3Y | +63.7% | -24.2% | +87.9% | +63.1% |
| All | -78.0% | -40.4% | -37.7% | -71.4% |
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 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