+124.3%
COF vs CI
+4.2%
+120.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.7% | -2.4% |
| 7D | +1.2% | -2.0% | +3.3% | +1.4% |
| 30D | -1.4% | -1.8% | +0.4% | -1.2% |
| 3M | +19.0% | -4.2% | +23.3% | +19.4% |
| 6M | +14.9% | +2.7% | +12.2% | +14.3% |
| YTD | -10.7% | +1.9% | -12.6% | -11.1% |
| 1Y | -1.3% | -6.3% | +5.0% | -1.2% |
| 3Y | +124.3% | +3.9% | +120.4% | +127.3% |
| All | +124.3% | +4.2% | +120.1% | +127.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling