+106.1%
COST vs CI
+42.1%
+64.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | -0.3% |
| 7D | -3.2% | -2.0% | -1.2% | -2.9% |
| 30D | -4.0% | -1.8% | -2.2% | -3.7% |
| 3M | -6.5% | -4.2% | -2.2% | -6.0% |
| 6M | -8.5% | +2.7% | -11.2% | -9.1% |
| YTD | +6.0% | +1.9% | +4.1% | +5.4% |
| 1Y | -5.8% | -6.3% | +0.5% | -5.6% |
| 3Y | +71.8% | +3.9% | +68.0% | +65.0% |
| All | +106.1% | +42.1% | +64.0% | +81.5% |
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