+533.2%
XYZ vs COO
+91.6%
+441.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | +0.4% |
| 7D | -1.0% | -2.2% | +1.3% | +0.7% |
| 30D | -1.7% | -7.0% | +5.3% | +3.6% |
| 3M | +16.7% | +12.2% | +4.5% | +5.7% |
| 6M | +26.9% | -15.1% | +42.0% | +41.2% |
| YTD | +27.1% | -15.1% | +42.2% | +41.7% |
| 1Y | +9.3% | +2.3% | +6.9% | +4.2% |
| 3Y | +42.3% | -23.7% | +65.9% | +58.6% |
| 5Y | -69.3% | -38.9% | -30.4% | -58.5% |
| 10Y | +586.8% | +49.9% | +536.9% | +441.0% |
| All | +533.2% | +91.6% | +441.6% | +345.2% |
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