+242.0%
COF vs CI
+144.2%
+97.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.1% | +0.6% | +0.6% |
| 7D | -5.1% | -0.1% | -5.1% | -5.1% |
| 30D | -6.0% | +1.8% | -7.8% | -6.7% |
| 3M | +14.8% | -4.2% | +19.1% | +16.4% |
| 6M | +15.3% | +8.8% | +6.5% | +10.0% |
| YTD | -13.0% | +3.7% | -16.8% | -15.5% |
| 1Y | -5.7% | -6.1% | +0.4% | -5.7% |
| 3Y | +118.1% | +4.5% | +113.7% | +96.0% |
| 5Y | +46.2% | +50.5% | -4.3% | +3.5% |
| All | +242.0% | +144.2% | +97.9% | +94.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling