+186.4%
COP vs CI
+42.7%
+143.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | +3.0% | +1.3% | +1.7% | +2.7% |
| 30D | +17.5% | +4.4% | +13.0% | +16.3% |
| 3M | +13.4% | +0.7% | +12.7% | +12.9% |
| 6M | +17.7% | +0.3% | +17.4% | +17.1% |
| YTD | +46.6% | +3.8% | +42.8% | +44.7% |
| 1Y | +44.6% | -5.5% | +50.1% | +44.8% |
| 3Y | +20.7% | +8.1% | +12.6% | +12.4% |
| All | +186.4% | +42.7% | +143.7% | +133.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling