-40.4%
TER vs COO
+3.2%
-43.6%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.4% | -13.8% | -15.9% |
| 7D | -28.2% | +5.3% | -33.4% | -26.3% |
| 30D | -50.6% | +12.5% | -63.1% | -47.6% |
| 3M | -45.3% | -15.1% | -30.2% | -51.3% |
| 6M | -40.4% | +3.7% | -44.1% | -35.7% |
| All | -40.4% | +3.2% | -43.6% | -35.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling