+5.3%
CI vs COO
+1.4%
+3.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.4% |
| 7D | -1.6% | +4.7% | -6.3% | -2.1% |
| 30D | +5.4% | +13.9% | -8.5% | +4.2% |
| 3M | +7.3% | -14.9% | +22.2% | +9.8% |
| 6M | +5.3% | +2.0% | +3.3% | +1.9% |
| All | +5.3% | +1.4% | +3.9% | +1.9% |
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