-5.1%
COST vs CI
-5.4%
+0.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.7% | -0.9% |
| 7D | -2.8% | -1.1% | -1.7% | -2.7% |
| 30D | -5.3% | +0.5% | -5.7% | -5.3% |
| 3M | -6.7% | -5.2% | -1.5% | -6.3% |
| 6M | -9.9% | +4.3% | -14.3% | -10.3% |
| YTD | +5.1% | +2.8% | +2.3% | +4.8% |
| All | -5.1% | -5.4% | +0.3% | -5.9% |
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