-0.9%
Z vs COO
+49.3%
-50.2%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.2% |
| 7D | -3.0% | -2.2% | -0.8% | -1.6% |
| 30D | -4.2% | -7.0% | +2.8% | +0.2% |
| 3M | -3.7% | +12.2% | -15.9% | -10.3% |
| 6M | -24.5% | -15.1% | -9.4% | -17.2% |
| YTD | -49.3% | -15.1% | -34.2% | -44.6% |
| 1Y | -58.7% | +2.3% | -61.0% | -59.9% |
| 3Y | -34.1% | -23.7% | -10.5% | -26.7% |
| 5Y | -64.5% | -38.9% | -25.6% | -55.4% |
| All | -0.9% | +49.3% | -50.2% | -20.6% |
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