+1,579.9%
T vs COO
+5,356.1%
-3,776.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.8% |
| 7D | +1.0% | +4.7% | -3.7% | +0.8% |
| 30D | -10.6% | +13.9% | -24.5% | -11.2% |
| 3M | -7.7% | -14.9% | +7.2% | -7.1% |
| 6M | -13.3% | +2.0% | -15.3% | -13.5% |
| YTD | -8.8% | -23.9% | +15.1% | -7.7% |
| 1Y | -8.4% | -9.6% | +1.2% | -8.2% |
| 3Y | +59.6% | -25.4% | +85.1% | +61.0% |
| 5Y | +52.1% | -41.2% | +93.3% | +54.7% |
| 10Y | +56.9% | +42.1% | +14.8% | +53.3% |
| All | +1,579.9% | +5,356.1% | -3,776.2% | +1,445.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling