+51.4%
COP vs CAI
-11.0%
+62.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.2% | +4.3% | +1.0% |
| 7D | -0.5% | -3.1% | +2.6% | -0.6% |
| 30D | +11.7% | +2.7% | +9.0% | +11.8% |
| 3M | +17.7% | +41.7% | -24.0% | +19.6% |
| 6M | +18.3% | +26.5% | -8.2% | +20.1% |
| YTD | +49.1% | -10.9% | +60.0% | +51.2% |
| 1Y | +53.3% | -29.2% | +82.5% | +55.6% |
| All | +51.4% | -11.0% | +62.4% | +55.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling