+4,537.5%
COP vs CI
+8,198.1%
-3,660.7%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.1% |
| 7D | -6.1% | +2.6% | -8.7% | -6.9% |
| 30D | +1.1% | +7.3% | -6.2% | -1.1% |
| 3M | +10.9% | +9.5% | +1.5% | +7.8% |
| 6M | +20.8% | +6.4% | +14.3% | +17.9% |
| YTD | +48.0% | +12.0% | +36.0% | +42.1% |
| 1Y | +58.5% | +20.1% | +38.4% | +49.0% |
| 3Y | +28.1% | +9.6% | +18.6% | +19.5% |
| 5Y | +120.5% | +52.7% | +67.7% | +85.3% |
| 10Y | +310.1% | +150.3% | +159.9% | +202.0% |
| All | +4,537.5% | +8,198.1% | -3,660.7% | +1,425.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling