+320.3%
COP vs CI
+166.5%
+153.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.7% |
| 7D | -11.5% | -1.6% | -10.0% | -11.1% |
| 30D | +5.0% | +5.4% | -0.5% | +2.3% |
| 3M | +17.5% | +7.3% | +10.2% | +13.4% |
| 6M | +16.2% | +5.3% | +10.9% | +12.4% |
| YTD | +48.8% | +8.5% | +40.3% | +41.3% |
| 1Y | +64.1% | +17.1% | +47.0% | +50.2% |
| 3Y | +25.7% | +1.4% | +24.3% | +14.9% |
| 5Y | +114.4% | +50.5% | +63.9% | +52.1% |
| All | +320.3% | +166.5% | +153.7% | +156.4% |
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