+42.5%
CI vs COO
-38.8%
+81.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | +1.3% | -2.2% | +3.5% | +1.8% |
| 30D | +4.4% | -7.0% | +11.5% | +5.9% |
| 3M | +0.7% | +12.2% | -11.6% | -1.9% |
| 6M | +0.3% | -15.1% | +15.5% | +3.4% |
| YTD | +3.8% | -15.1% | +18.9% | +6.9% |
| 1Y | -5.5% | +2.3% | -7.8% | -6.4% |
| 3Y | +8.1% | -23.7% | +31.8% | +11.5% |
| All | +42.5% | -38.8% | +81.3% | +54.8% |
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 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