+20.1%
W vs COO
+4.1%
+16.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +3.3% |
| 7D | -4.2% | -2.2% | -2.0% | -3.0% |
| 30D | -7.6% | -7.0% | -0.6% | -4.1% |
| 3M | +37.2% | +12.2% | +25.0% | +29.4% |
| 6M | +26.3% | -15.1% | +41.4% | +39.7% |
| YTD | -1.0% | -15.1% | +14.1% | +9.6% |
| 1Y | +20.1% | +2.3% | +17.7% | +18.2% |
| All | +20.1% | +4.1% | +16.0% | +18.2% |
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