+49.9%
COP vs CAI
-29.0%
+78.9%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +1.0% | -5.1% | +6.0% | +0.8% |
| 30D | +9.6% | +3.9% | +5.7% | +9.8% |
| 3M | +15.0% | +40.1% | -25.1% | +17.1% |
| 6M | +21.8% | +29.7% | -7.9% | +23.8% |
| YTD | +49.6% | -10.9% | +60.5% | +52.6% |
| 1Y | +49.9% | -28.0% | +77.9% | +52.6% |
| All | +49.9% | -29.0% | +78.9% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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