+4,492.0%
COP vs CI
+7,591.2%
-3,099.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | +3.0% | +1.3% | +1.7% | +2.6% |
| 30D | +17.5% | +4.4% | +13.0% | +16.0% |
| 3M | +13.4% | +0.7% | +12.7% | +12.8% |
| 6M | +17.7% | +0.3% | +17.4% | +17.0% |
| YTD | +46.6% | +3.8% | +42.8% | +44.0% |
| 1Y | +44.6% | -5.5% | +50.1% | +44.5% |
| 3Y | +20.7% | +8.1% | +12.6% | +13.1% |
| 5Y | +185.0% | +42.8% | +142.2% | +144.5% |
| 10Y | +347.0% | +143.9% | +203.1% | +232.6% |
| All | +4,492.0% | +7,591.2% | -3,099.3% | +1,446.6% |
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 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