+175.7%
COF vs CI
+146.2%
+29.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.5% | +0.7% |
| 7D | -3.4% | +1.2% | -4.5% | -3.9% |
| 30D | +0.4% | +2.6% | -2.2% | -0.9% |
| 3M | -12.5% | +7.4% | -20.0% | -15.5% |
| 6M | +8.3% | -0.1% | +8.4% | +7.2% |
| YTD | -18.6% | +9.7% | -28.3% | -23.0% |
| 1Y | -8.6% | +12.1% | -20.7% | -14.5% |
| 3Y | +94.7% | +7.0% | +87.6% | +73.6% |
| 5Y | +35.3% | +49.7% | -14.4% | -3.7% |
| All | +175.7% | +146.2% | +29.5% | +61.0% |
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