+73.5%
XYZ vs COO
-23.3%
+96.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.7% |
| 7D | +14.9% | +4.3% | +10.6% | +13.4% |
| 30D | +14.7% | +17.6% | -2.9% | +8.6% |
| 3M | +12.1% | -13.9% | +26.0% | +17.9% |
| 6M | +18.3% | +6.6% | +11.8% | +14.0% |
| YTD | +36.1% | -22.0% | +58.1% | +49.0% |
| 1Y | +35.3% | -8.8% | +44.1% | +39.3% |
| 3Y | +73.5% | -21.5% | +95.0% | +81.8% |
| All | +73.5% | -23.3% | +96.8% | +81.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling