+11.9%
COST vs CI
+21.2%
-9.3%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.7% | +1.9% |
| 7D | +6.6% | +3.5% | +3.1% | +5.8% |
| 30D | +13.5% | +12.6% | +0.9% | +10.8% |
| 3M | +10.6% | +12.1% | -1.5% | +8.1% |
| 6M | +3.6% | +10.6% | -6.9% | +1.3% |
| YTD | +22.1% | +12.8% | +9.2% | +18.8% |
| 1Y | +11.9% | +18.0% | -6.1% | +7.9% |
| All | +11.9% | +21.2% | -9.3% | +7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling