+641.7%
BE vs CI
+90.5%
+551.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.5% | -6.9% | -5.3% |
| 7D | -13.4% | +2.6% | -16.0% | -14.2% |
| 30D | -33.9% | +7.3% | -41.2% | -35.9% |
| 3M | -12.0% | +9.5% | -21.5% | -15.4% |
| 6M | -29.0% | +6.4% | -35.4% | -32.1% |
| YTD | +113.4% | +12.0% | +101.4% | +100.3% |
| 1Y | +33.2% | +20.1% | +13.1% | +21.3% |
| 3Y | +1,659.2% | +9.6% | +1,649.6% | +1,435.6% |
| 5Y | +461.4% | +52.7% | +408.7% | +293.3% |
| All | +641.7% | +90.5% | +551.1% | +341.3% |
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