+11,743.1%
COST vs CI
+7,591.2%
+4,151.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -3.1% | +1.3% | -4.4% | -3.4% |
| 30D | -2.8% | +4.4% | -7.2% | -3.7% |
| 3M | -5.7% | +0.7% | -6.3% | -6.0% |
| 6M | -8.8% | +0.3% | -9.1% | -9.1% |
| YTD | +6.7% | +3.8% | +2.8% | +5.3% |
| 1Y | -3.6% | -5.5% | +1.9% | -3.6% |
| 3Y | +75.1% | +8.1% | +67.0% | +67.1% |
| 5Y | +108.9% | +42.8% | +66.1% | +86.2% |
| 10Y | +586.2% | +143.9% | +442.3% | +422.1% |
| All | +11,743.1% | +7,591.2% | +4,151.8% | +3,004.4% |
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