-56.3%
Z vs COO
-41.6%
-14.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -1.3% |
| 7D | -4.6% | +4.7% | -9.3% | -6.9% |
| 30D | +8.3% | +13.9% | -5.6% | +0.7% |
| 3M | -11.6% | -14.9% | +3.3% | -3.0% |
| 6M | -33.6% | +2.0% | -35.7% | -35.3% |
| YTD | -56.7% | -23.9% | -32.8% | -49.4% |
| 1Y | -59.1% | -9.6% | -49.5% | -57.5% |
| 3Y | -20.4% | -25.4% | +5.1% | -12.2% |
| All | -56.3% | -41.6% | -14.7% | -41.4% |
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 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