+7,803.6%
CI vs COO
+5,356.1%
+2,447.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.8% | -2.5% |
| 7D | -1.6% | +4.7% | -6.3% | -2.0% |
| 30D | +5.4% | +13.9% | -8.5% | +4.2% |
| 3M | +7.3% | -14.9% | +22.2% | +8.6% |
| 6M | +5.3% | +2.0% | +3.3% | +4.8% |
| YTD | +8.5% | -23.9% | +32.4% | +10.8% |
| 1Y | +17.1% | -9.6% | +26.7% | +17.8% |
| 3Y | +1.4% | -25.4% | +26.8% | +3.0% |
| 5Y | +50.5% | -41.2% | +91.7% | +55.4% |
| 10Y | +168.5% | +42.1% | +126.5% | +159.4% |
| All | +7,803.6% | +5,356.1% | +2,447.5% | +6,582.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling