-63.9%
XYZ vs COO
-41.6%
-22.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +3.0% |
| 7D | +12.1% | +4.7% | +7.4% | +9.0% |
| 30D | +12.4% | +13.9% | -1.5% | +2.8% |
| 3M | +8.2% | -14.9% | +23.1% | +19.7% |
| 6M | +20.7% | +2.0% | +18.7% | +14.4% |
| YTD | +31.3% | -23.9% | +55.2% | +57.2% |
| 1Y | +20.5% | -9.6% | +30.1% | +24.5% |
| 3Y | +72.6% | -25.4% | +98.0% | +82.4% |
| All | -63.9% | -41.6% | -22.3% | -52.3% |
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