-63.1%
W vs COO
-38.8%
-24.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.5% | +4.0% | +4.0% |
| 7D | -4.2% | -2.2% | -2.0% | -2.0% |
| 30D | -7.6% | -7.0% | -0.6% | -1.0% |
| 3M | +37.2% | +12.2% | +25.0% | +20.2% |
| 6M | +26.3% | -15.1% | +41.4% | +46.9% |
| YTD | -1.0% | -15.1% | +14.1% | +14.5% |
| 1Y | +20.1% | +2.3% | +17.7% | +12.5% |
| 3Y | +37.8% | -23.7% | +61.5% | +64.3% |
| All | -63.1% | -38.8% | -24.4% | -52.9% |
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