+638.0%
XYZ vs COO
+40.7%
+597.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +1.7% |
| 7D | +14.9% | +4.3% | +10.6% | +11.8% |
| 30D | +14.7% | +17.6% | -2.9% | +2.0% |
| 3M | +12.1% | -13.9% | +26.0% | +23.1% |
| 6M | +18.3% | +6.6% | +11.8% | +8.6% |
| YTD | +36.1% | -22.0% | +58.1% | +59.4% |
| 1Y | +35.3% | -8.8% | +44.1% | +39.1% |
| 3Y | +73.5% | -21.5% | +95.0% | +82.5% |
| 5Y | -61.6% | -41.0% | -20.6% | -47.0% |
| 10Y | +638.0% | +40.9% | +597.1% | +489.3% |
| All | +638.0% | +40.7% | +597.3% | +489.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling