+543.0%
XYZ vs COO
+74.8%
+468.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.4% | -2.7% | -3.1% |
| 7D | +9.2% | +5.3% | +4.0% | +5.7% |
| 30D | +9.8% | +12.5% | -2.7% | +1.2% |
| 3M | -0.2% | -15.1% | +14.9% | +10.6% |
| 6M | +18.0% | +3.7% | +14.3% | +10.8% |
| YTD | +29.1% | -22.5% | +51.6% | +51.2% |
| 1Y | +14.1% | -7.8% | +21.9% | +16.2% |
| 3Y | +72.6% | -24.1% | +96.7% | +87.7% |
| 5Y | -64.6% | -40.1% | -24.5% | -52.2% |
| 10Y | +590.0% | +44.7% | +545.3% | +461.1% |
| All | +543.0% | +74.8% | +468.2% | +375.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling