+47.7%
CI vs COO
-41.6%
+89.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.3% |
| 7D | -1.6% | +4.7% | -6.3% | -2.4% |
| 30D | +5.4% | +13.9% | -8.5% | +2.9% |
| 3M | +7.3% | -14.9% | +22.2% | +10.2% |
| 6M | +5.3% | +2.0% | +3.3% | +4.1% |
| YTD | +8.5% | -23.9% | +32.4% | +13.6% |
| 1Y | +17.1% | -9.6% | +26.7% | +18.5% |
| 3Y | +1.4% | -25.4% | +26.8% | +4.3% |
| All | +47.7% | -41.6% | +89.3% | +70.3% |
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