+142.8%
CI vs COO
+41.1%
+101.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +1.2% | +0.5% | +0.7% | +1.0% |
| 30D | +2.6% | +14.2% | -11.6% | -2.0% |
| 3M | +7.4% | -18.2% | +25.6% | +14.3% |
| 6M | -0.1% | +5.3% | -5.5% | -3.4% |
| YTD | +9.7% | -23.6% | +33.3% | +18.9% |
| 1Y | +12.1% | -12.7% | +24.8% | +15.5% |
| 3Y | +7.0% | -24.2% | +31.2% | +11.1% |
| 5Y | +49.7% | -40.0% | +89.7% | +69.9% |
| All | +142.8% | +41.1% | +101.7% | +106.8% |
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