-63.7%
XYZ vs COO
-40.4%
-23.3%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.7% | +2.1% | +2.3% |
| 7D | -1.1% | +0.5% | -1.5% | -1.3% |
| 30D | +11.5% | +14.2% | -2.6% | +1.9% |
| 3M | +1.8% | -18.2% | +20.0% | +16.3% |
| 6M | +21.2% | +5.3% | +15.9% | +12.2% |
| YTD | +29.9% | -23.6% | +53.5% | +55.3% |
| 1Y | +35.8% | -12.7% | +48.4% | +44.6% |
| 3Y | +62.6% | -24.2% | +86.8% | +68.3% |
| All | -63.7% | -40.4% | -23.3% | -50.9% |
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