-64.8%
Z vs COO
-38.8%
-26.1%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.3% |
| 3M | -3.7% | +12.2% | -15.9% | -10.5% |
| 6M | -24.5% | -15.1% | -9.4% | -16.8% |
| YTD | -49.3% | -15.1% | -34.2% | -44.3% |
| 1Y | -58.7% | +2.3% | -61.0% | -60.0% |
| 3Y | -34.1% | -23.7% | -10.5% | -26.4% |
| All | -64.8% | -38.8% | -26.1% | -61.1% |
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