-62.3%
XYZ vs COO
-41.3%
-21.1%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.0% |
| 7D | +12.6% | +4.5% | +8.1% | +9.6% |
| 30D | +10.8% | +16.9% | -6.1% | -0.4% |
| 3M | +8.4% | -16.7% | +25.1% | +22.0% |
| 6M | +14.3% | +5.9% | +8.4% | +5.5% |
| YTD | +31.5% | -22.4% | +53.9% | +55.3% |
| 1Y | +28.1% | -10.1% | +38.2% | +33.4% |
| 3Y | +66.2% | -22.8% | +89.0% | +69.8% |
| 5Y | -62.3% | -41.4% | -20.9% | -50.3% |
| All | -62.3% | -41.3% | -21.1% | -50.3% |
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 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