-7.4%
T vs COO
-9.3%
+1.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.7% |
| 7D | +2.6% | +4.5% | -1.9% | +2.3% |
| 30D | -1.1% | +16.9% | -18.0% | -1.8% |
| 3M | -7.7% | -16.7% | +9.0% | -6.5% |
| 6M | -10.6% | +5.9% | -16.6% | -10.7% |
| YTD | -7.5% | -22.4% | +15.0% | -5.5% |
| 1Y | -7.4% | -10.1% | +2.7% | -8.4% |
| All | -7.4% | -9.3% | +1.9% | -8.4% |
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