+200.5%
B vs CI
+158.0%
+42.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.2% |
| 7D | +11.3% | +0.1% | +11.2% | +11.3% |
| 30D | +2.9% | +4.7% | -1.7% | +2.7% |
| 3M | -2.9% | +5.2% | -8.1% | -3.1% |
| 6M | -1.2% | +3.8% | -5.0% | -1.5% |
| YTD | -1.3% | +9.2% | -10.6% | -1.9% |
| 1Y | +30.4% | +14.3% | +16.2% | +29.4% |
| 3Y | +195.3% | +8.4% | +186.8% | +192.1% |
| 5Y | +146.2% | +50.0% | +96.2% | +138.3% |
| 10Y | +200.5% | +142.2% | +58.3% | +154.9% |
| All | +200.5% | +158.0% | +42.4% | +154.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling