-23.0%
Z vs COO
+4.0%
-27.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +5.9% | +3.5% | +6.6% |
| 7D | +10.2% | +8.4% | +1.7% | +6.3% |
| 30D | +23.7% | +13.5% | +10.2% | +17.5% |
| 3M | -6.6% | -13.8% | +7.2% | -0.9% |
| 6M | -23.0% | +4.7% | -27.7% | -19.4% |
| All | -23.0% | +4.0% | -27.0% | -19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling