-15.6%
Z vs COO
+41.1%
-56.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.7% | +2.7% | +3.0% |
| 7D | +0.8% | +0.5% | +0.4% | +0.6% |
| 30D | +5.2% | +14.2% | -9.0% | -2.0% |
| 3M | -17.0% | -18.2% | +1.2% | -7.0% |
| 6M | -22.7% | +5.3% | -28.0% | -26.0% |
| YTD | -56.3% | -23.6% | -32.8% | -49.5% |
| 1Y | -57.7% | -12.7% | -45.0% | -55.0% |
| 3Y | -16.5% | -24.2% | +7.6% | -7.8% |
| 5Y | -53.4% | -40.0% | -13.4% | -40.7% |
| All | -15.6% | +41.1% | -56.7% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling