+242.0%
COF vs CCI
+23.6%
+218.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.4% | -1.8% | -0.2% |
| 7D | -5.1% | -0.3% | -4.9% | -5.1% |
| 30D | -6.0% | +2.2% | -8.3% | -6.7% |
| 3M | +14.8% | -16.9% | +31.7% | +21.3% |
| 6M | +15.3% | -11.5% | +26.9% | +18.8% |
| YTD | -13.0% | -12.8% | -0.2% | -10.5% |
| 1Y | -5.7% | -17.1% | +11.4% | -1.4% |
| 3Y | +118.1% | -9.6% | +127.8% | +110.3% |
| 5Y | +46.2% | -48.9% | +95.2% | +78.9% |
| All | +242.0% | +23.6% | +218.4% | +278.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 10y: compounded portfolio wealth divided by compounded CCI 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…
10y analysis · Full analysis span regression · 6 months rolling