+7.6%
COF vs CAI
-9.9%
+17.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.7% | +0.4% |
| 7D | -5.1% | -2.9% | -2.2% | -4.8% |
| 30D | -6.0% | +9.3% | -15.4% | -7.3% |
| 3M | +14.8% | +35.2% | -20.4% | +9.1% |
| 6M | +15.3% | +30.7% | -15.4% | +9.0% |
| YTD | -13.0% | -9.8% | -3.3% | -14.1% |
| 1Y | -5.7% | -28.9% | +23.1% | -5.7% |
| All | +7.6% | -9.9% | +17.4% | +6.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling