+40.9%
XYZ vs COO
-23.4%
+64.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.1% |
| 7D | -1.0% | -2.2% | +1.3% | 0.0% |
| 30D | -1.7% | -7.0% | +5.3% | +1.1% |
| 3M | +16.7% | +12.2% | +4.5% | +10.8% |
| 6M | +26.9% | -15.1% | +42.0% | +35.6% |
| YTD | +27.1% | -15.1% | +42.2% | +36.0% |
| 1Y | +9.3% | +2.3% | +6.9% | +7.8% |
| All | +40.9% | -23.4% | +64.3% | +43.6% |
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