+47.8%
COF vs CI
+43.3%
+4.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.3% | -1.6% |
| 7D | -2.7% | -1.1% | -1.5% | -2.4% |
| 30D | -3.4% | +0.5% | -3.8% | -3.5% |
| 3M | +15.4% | -5.2% | +20.6% | +16.5% |
| 6M | +14.4% | +4.3% | +10.1% | +12.8% |
| YTD | -12.0% | +2.8% | -14.8% | -13.0% |
| 1Y | -3.7% | -5.8% | +2.1% | -3.6% |
| 3Y | +121.1% | +4.7% | +116.3% | +108.2% |
| 5Y | +47.8% | +42.7% | +5.1% | +10.5% |
| All | +47.8% | +43.3% | +4.5% | +10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling