-5.1%
COF vs CAI
+12.6%
-17.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.3% | -1.3% |
| 7D | +0.7% | -6.3% | +7.0% | +1.5% |
| 30D | +5.7% | +9.3% | -3.6% | +4.2% |
| 3M | -6.7% | +106.3% | -113.0% | -18.6% |
| 6M | +9.5% | +77.7% | -68.3% | -2.5% |
| YTD | -13.9% | +23.1% | -37.0% | -17.1% |
| 1Y | -5.1% | +6.5% | -11.6% | -6.9% |
| All | -5.1% | +12.6% | -17.6% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 1y: compounded portfolio wealth divided by compounded CAI 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…
1y analysis · Full analysis span regression · 6 months rolling