+7,463.6%
CI vs COO
+5,988.7%
+1,474.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.2% |
| 7D | +1.3% | -2.2% | +3.5% | +1.5% |
| 30D | +4.4% | -7.0% | +11.5% | +5.1% |
| 3M | +0.7% | +12.2% | -11.6% | -0.5% |
| 6M | +0.3% | -15.1% | +15.5% | +1.7% |
| YTD | +3.8% | -15.1% | +18.9% | +5.2% |
| 1Y | -5.5% | +2.3% | -7.8% | -5.9% |
| 3Y | +8.1% | -23.7% | +31.8% | +9.8% |
| 5Y | +42.8% | -38.9% | +81.7% | +47.2% |
| 10Y | +143.9% | +49.9% | +94.0% | +134.6% |
| All | +7,463.6% | +5,988.7% | +1,474.9% | +6,243.1% |
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