+34.1%
COP vs CI
+7.2%
+26.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.3% | +1.6% |
| 7D | +4.4% | +1.2% | +3.2% | +4.3% |
| 30D | 0.0% | +2.6% | -2.6% | -0.3% |
| 3M | +15.0% | +7.4% | +7.6% | +14.3% |
| 6M | +22.0% | -0.1% | +22.1% | +21.8% |
| YTD | +55.3% | +9.7% | +45.6% | +53.9% |
| 1Y | +64.1% | +12.1% | +52.0% | +62.4% |
| 3Y | +34.1% | +7.0% | +27.0% | +33.6% |
| All | +34.1% | +7.2% | +26.9% | +33.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling