+1,008.9%
BE vs CI
+73.4%
+935.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -1.8% | +11.5% | +10.3% |
| 7D | +29.8% | -2.0% | +31.8% | +30.6% |
| 30D | +26.4% | -1.8% | +28.2% | +27.1% |
| 3M | +9.3% | -4.2% | +13.6% | +9.7% |
| 6M | +105.1% | +2.7% | +102.4% | +99.3% |
| YTD | +219.0% | +1.9% | +217.1% | +211.8% |
| 1Y | +418.8% | -6.3% | +425.0% | +415.1% |
| 3Y | +1,784.6% | +3.9% | +1,780.7% | +1,574.5% |
| 5Y | +1,251.0% | +41.9% | +1,209.1% | +873.3% |
| All | +1,008.9% | +73.4% | +935.5% | +586.9% |
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