-5.1%
COF vs CI
+21.2%
-26.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.4% | -4.5% | -1.6% |
| 7D | +0.7% | +3.5% | -2.8% | +0.2% |
| 30D | +5.7% | +12.6% | -6.9% | +3.6% |
| 3M | -6.7% | +12.1% | -18.8% | -8.5% |
| 6M | +9.5% | +10.6% | -1.1% | +6.4% |
| YTD | -13.9% | +12.8% | -26.7% | -16.1% |
| 1Y | -5.1% | +18.0% | -23.1% | -8.2% |
| All | -5.1% | +21.2% | -26.3% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 CI 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