+341.0%
COP vs CI
+146.1%
+194.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.5% |
| 7D | +3.0% | +1.3% | +1.7% | +2.4% |
| 30D | +17.5% | +4.4% | +13.0% | +15.2% |
| 3M | +13.4% | +0.7% | +12.7% | +12.5% |
| 6M | +17.7% | +0.3% | +17.4% | +16.4% |
| YTD | +46.6% | +3.8% | +42.8% | +42.4% |
| 1Y | +44.6% | -5.5% | +50.1% | +44.0% |
| 3Y | +20.7% | +8.1% | +12.6% | +6.4% |
| 5Y | +185.0% | +42.8% | +142.2% | +108.4% |
| All | +341.0% | +146.1% | +194.9% | +173.8% |
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