+146.7%
CI vs COO
+48.2%
+98.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -0.8% |
| 7D | +1.3% | -2.2% | +3.5% | +2.1% |
| 30D | +4.4% | -7.0% | +11.5% | +7.1% |
| 3M | +0.7% | +12.2% | -11.6% | -3.9% |
| 6M | +0.3% | -15.1% | +15.5% | +5.8% |
| YTD | +3.8% | -15.1% | +18.9% | +9.3% |
| 1Y | -5.5% | +2.3% | -7.8% | -7.4% |
| 3Y | +8.1% | -23.7% | +31.8% | +13.7% |
| 5Y | +42.8% | -38.9% | +81.7% | +64.6% |
| All | +146.7% | +48.2% | +98.4% | +101.7% |
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